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Postwar U.S. Business Cycles: An Empirical Investigation

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  • Hodrick, Robert J
  • Prescott, Edward C

Abstract

The authors propose a procedure for representing a time series of a smoothly varying trend component and a cyclical component. They document the nature of the comovements of the cyclical components of a variety of macroeconomic time series. The authors find that comovements are very different than the corresponding comovements of the slowly varying trend components. Copyright 1997 by Ohio State University Press.

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Bibliographic Info

Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 29 (1997)
Issue (Month): 1 (February)
Pages: 1-16

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Handle: RePEc:mcb:jmoncb:v:29:y:1997:i:1:p:1-16

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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    by The Arthurian in The New Arthurian Economics on 2013-04-07 08:00:00
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  1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
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