Are Hodrick-Prescott `forecasts' rational?
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- Bampinas, Georgios & Panagiotidis, Theodore, 2015.
"Are gold and silver a hedge against inflation? A two century perspective,"
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More about this item
KeywordsHodrick-Prescott filter; Rational expectations; Proxy forecasts; Inflation.;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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