Methodology for trend estimation
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Bibliographic InfoArticle provided by Elsevier in its journal Economic Modelling.
Volume (Year): 18 (2001)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/30411
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- Kiani, Khurshid M., 2013. "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, vol. 33(C), pages 926-939.
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- Luca Benati, 2001. "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England.
- Mills, Terence C. & Pentecost, Eric J., 2003. "Is there a relationship between real exchange rate movements and the output cycle?," Economic Modelling, Elsevier, vol. 20(3), pages 593-603, May.
- Stephen Pollock, 2002. "Recursive Estimation in Econometrics," Working Papers 462, Queen Mary, University of London, School of Economics and Finance.
- Pollock, D.S.G., 2006. "Econometric methods of signal extraction," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2268-2292, May.
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