Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates
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- Ton Kwaak & Werner Liebregts, 2012. "Time series for main variables on the performance of Dutch SMEs," Scales Research Reports H201204, EIM Business and Policy Research.
- María Virginia Mattheus & Alberto Martín Díaz Cafferata, 2011. "Co-movements in terms of trade volatility in land-abundant countries," Working Papers 07/11, Instituto Universitario de Análisis Económico y Social.
- José Luis Arrufat & Alberto Martín Díaz Cafferata & José Antonio Viceconte, 2011. "Terms of trade cycles in extreme land abundant countries, 1870-2009. Spectral analysis," Working Papers 05/11, Instituto Universitario de Análisis Económico y Social.
More about this item
KeywordsHP filter; cycles; spurious cycles; genuine cross correlation;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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