Estimation of the business cycle : a modified hodrick-prescott filter

Ejemplares similares

• Combining filter design with model-based filtering : : (with an application to business-cycle estimation)
  por: Kaiser, Regina
  Publicado: (2004)
• Combining filter design with model-based filtering (with an application to business-cycle estimation)
  por: Kaiser, Regina
  Publicado: (2004)
• Short-term and long-term trends, seasonal adjustment, and the business cycle
  por: Kaiser, Regina
  Publicado: (1999)
• A complete model-based interpretation of the Hodrick-Prescott filter : spuriousness reconsidered
  por: Kaiser, Regina
  Publicado: (2002)
• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
  por: Maravall Herrero, Agustín
  Publicado: (2007)