Distortionary effects of the optimal Hodrick-Prescott filter
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 61 (1998)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/ecolet
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- Timothy Cogley & James M. Nason, 1993.
"Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research,"
Working Papers in Applied Economic Theory
93-01, Federal Reserve Bank of San Francisco.
- Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.
- King, Robert G. & Rebelo, Sergio T., 1993.
"Low frequency filtering and real business cycles,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 17(1-2), pages 207-231.
- Rómulo A. Chumacero & Francisco A. Gallego, 2001.
"Trends and Cycles in Real-Time,"
Working Papers Central Bank of Chile
130, Central Bank of Chile.
- João Sousa Andrade & António Portugal Duarte, 2012.
"The Importance of a Good Indicator for Global Excess Demand,"
GEMF Working Papers
2012-15, GEMF - Faculdade de Economia, Universidade de Coimbra.
- João Sousa Andrade & António Portugal Duarte, 2012. "The Importance of a Good Indicator for Global Exciess Demand," Book Chapters, Institute of Economic Sciences.
- Arturo Estrella, 2007. "Extracting business cycle fluctuations: what do time series filters really do?," Staff Reports 289, Federal Reserve Bank of New York.
- Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Working Papers 03-8, Bank of Canada.
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