The role of detrending methods in a model of real business cycles
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Macroeconomics.
Volume (Year): 18 (1996)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/inca/622617
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Prescott, Edward C., 1986.
"Theory ahead of business-cycle measurement,"
Carnegie-Rochester Conference Series on Public Policy,
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- Kalulumia, Pene & Nyankiye, Francine, 2000. "Labor Adjustment Costs, Macroeconomic Shocks and Real Business Cycles in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 671-694, October.
- Luis Eduardo Arango Thomas, 1998.
"Some univariate time series properties of output,"
Lecturas de Economía,
Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.
- Witold Witkiewicz, 2002. "The Use of the HP-filter in Constructing Real Estate Cycle Indicators," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 65-88.
- Mark Meyer & Peter Winker*, 2005.
"Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations,"
AStA Advances in Statistical Analysis,
Springer, vol. 89(3), pages 303-320, August.
- 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.
- Pedersen, Torben Mark, 2001. "The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters," Journal of Economic Dynamics and Control, Elsevier, vol. 25(8), pages 1081-1101, August.
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