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The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP

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  • Razzak, W.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3T51RH8-T/2/d926b7037de010640b992884e4cc601f
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 57 (1997)
Issue (Month): 2 (December)
Pages: 163-168

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Handle: RePEc:eee:ecolet:v:57:y:1997:i:2:p:163-168

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
  2. King, R.G. & Rebelo, S.T., 1989. "Low Frequency Filtering And Real Business Cycles," RCER Working Papers 205, University of Rochester - Center for Economic Research (RCER).
  3. Simon van Norden, 1995. "Why Is It So Hard to Measure the Current Output Gap?," Macroeconomics 9506001, EconWPA.
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Cited by:
  1. Dermoune Azzouz & Djehiche Boualem & Rahmania Nadji, 2009. "Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-35, May.
  2. repec:dgr:uvatin:2012053 is not listed on IDEAS
  3. Winker, Peter & Meyer, Mark, 2004. "Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations," Discussion Papers 2004,001E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
  4. W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand.
  5. Abdul Karim, Zulkefly & Md. Said, Fathin Faezah & Jusoh, Mansor & Md. Thahir, Md. Zyadi, 2009. "Monetary policy and inflation targeting in a small open-economy," MPRA Paper 23949, University Library of Munich, Germany, revised 10 Jan 2010.
  6. Klose, Jens, 2011. "Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 149-163, August.
  7. Michael Graff, 2004. "Estimates of the output gap in real time: how well have we been doing?," Reserve Bank of New Zealand Discussion Paper Series DP 2004/04, Reserve Bank of New Zealand.
  8. Kevin Nell, 2000. "Imported Inflation in South Africa: An Empirical Study," Studies in Economics 0005, Department of Economics, University of Kent.
  9. Odile Chagny & Jörg Döpke, 2001. "Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methods," Kiel Working Papers 1053, Kiel Institute for the World Economy.
  10. Mahmoud Botshekan & Andre Lucas, 2012. "Long-Term versus Short-Term Contingencies in Asset Allocation," Tinbergen Institute Discussion Papers 12-053/2/DSF34, Tinbergen Institute.

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