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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- Edward C. Prescott, 1986.
"Theory ahead of business cycle measurement,"
Federal Reserve Bank of Minneapolis, issue Fall, pages 9-22.
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Borradores de Economia
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- Winker, Peter & Meyer, Mark, 2004.
"Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations,"
2004,001E, University of Erfurt, Faculty of Economics, Law and Social Sciences.
- 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.
- 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.
- 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.
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