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Distortionary effects of the optimal Hodrick-Prescott filter

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Author Info
Ehlgen, Jurgen
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 61 (1998)
Issue (Month): 3 (December)
Pages: 345-349
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Handle: RePEc:eee:ecolet:v:61:y:1998:i:3:p:345-349

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  1. Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Working Papers 03-8, Bank of Canada. [Downloadable!]
  2. Arturo Estrella, 2007. "Extracting business cycle fluctuations: what do time series filters really do?," Staff Reports 289, Federal Reserve Bank of New York. [Downloadable!]
  3. Rómulo A. Chumacero & Francisco A. Gallego, 2001. "Trends and Cycles in Real-Time," Working Papers Central Bank of Chile 130, Central Bank of Chile. [Downloadable!]
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