Trend estimation and de-trending via rational square-wave filters
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References listed on IDEAS
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- Timothy Cogley & James M. Nason, 1993.
"Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research,"
Working Papers in Applied Economic Theory
93-01, Federal Reserve Bank of San Francisco.
- Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278.
- King, Robert G. & Rebelo, Sergio T., 1993.
"Low frequency filtering and real business cycles,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 17(1-2), pages 207-231.
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