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On suboptimality of the Hodrick-Prescott filter at time series endpoints

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Author Info
Mise, Emi
Kim, Tae-Hwan
Newbold, Paul

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File URL: http://www.sciencedirect.com/science/article/B6X4M-4F94YJ8-1/2/b33281e19c7bfa6ed3303e8734e1b6cd
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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 27 (2005)
Issue (Month): 1 (March)
Pages: 53-67
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Handle: RePEc:eee:jmacro:v:27:y:2005:i:1:p:53-67

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Web page: http://www.elsevier.com/locate/inca/622617

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  1. Nikolaos Giannellis & Athanasios Papadopoulos, 2005. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers 0719, University of Crete, Department of Economics, revised 08 Mar 2007. [Downloadable!]
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  2. Todd E. Clark & Taisuke Nakata, 2006. "The trend growth rate of employment : past, present, and future," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 43-85. [Downloadable!]
  3. Russell Barnett & Sharon Kozicki & Christopher Petrinec, 2009. "Parsing shocks: real-time revisions to gap and growth projections for Canada," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 247-266. [Downloadable!]
  4. Nikolaos Giannellis & Athanasios Papadopoulos, 2006. "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach," Working Papers 0717, University of Crete, Department of Economics. [Downloadable!]
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  5. Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge. [Downloadable!]
  6. Janko Gorter, 2005. "Subjective Expectations and New Keynesian Phillips Curves in Europe," DNB Working Papers 049, Netherlands Central Bank, Research Department. [Downloadable!]
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