Three new empirical perspectives on the Hodrick–Prescott parameter
No abstract is available for this item.
Volume (Year): 39 (2010)
Issue (Month): 3 (December)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/economics/econometrics/journal/181/PS2|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Katrin Assenmacher-Wesche & Stefan Gerlach, 2006.
"Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland,"
2006-05, Swiss National Bank.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008. "Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 411-435, February.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers 5723, C.E.P.R. Discussion Papers.
- Canova, Fabio, 1993.
"Detrending and Business Cycle Facts,"
CEPR Discussion Papers
782, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & James Stock & Mark Watson, 2005.
"A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series,"
285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006. "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526.
- Marcellino, Massimiliano & Stock, James H & Watson, Mark W, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers 4976, C.E.P.R. Discussion Papers.
- Graham Elliott & Allan Timmermann, 2008.
Journal of Economic Literature,
American Economic Association, vol. 46(1), pages 3-56, March.
- Kosei Fukuda, 2006. "Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 981-998.
- Afonso, António & Furceri, Davide, 2008. "EMU enlargement, stabilization costs and insurance mechanisms," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 169-187, March.
- Marcet, Albert & Ravn, Morten O, 2004.
"The HP-Filter in Cross-Country Comparisons,"
CEPR Discussion Papers
4244, C.E.P.R. Discussion Papers.
- Albert Marcet & Morten O. Ravn, 2003. "The HP-Filter in Cross-Country Comparisons," Working Papers 32, Barcelona Graduate School of Economics.
- Albert Marcet & Morte O. Ravn, "undated". "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy 100, FEDEA.
- Albert Marcet & Morten O. Ravn, 2001. "The HP-filter in cross-country comparisons," Economics Working Papers 588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
- Albert Marcet & Morten Ravn, 2001. "GAUSS code for the HP-filter reformulated as a constrained minimization problem," QM&RBC Codes 103, Quantitative Macroeconomics & Real Business Cycles.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 0054, European Central Bank.
- Fuhrer, Jeff & Tootell, Geoff, 2008.
"Eyes on the prize: How did the fed respond to the stock market?,"
Journal of Monetary Economics,
Elsevier, vol. 55(4), pages 796-805, May.
- Jeffrey C. Fuhrer & Geoffrey M. B. Tootell, 2004. "Eyes on the prize: how did the Fed respond to the stock market?," Public Policy Discussion Paper 04-2, Federal Reserve Bank of Boston.
- Morten O. Ravn & Harald Uhlig, 2002. "On adjusting the Hodrick-Prescott filter for the frequency of observations," The Review of Economics and Statistics, MIT Press, vol. 84(2), pages 371-375.
- Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005.
"Trends and cycles in economic time series: A Bayesian approach,"
Econometric Institute Research Papers
EI 2005-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007. "Trends and cycles in economic time series: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.
- J. Z. Easaw & S. M. Heravi & J. C. K. Ash & D. J. Smyth, 2002. "Are Hodrick-Prescott `forecasts' rational?," Empirical Economics, Springer, vol. 27(4), pages 631-643.
When requesting a correction, please mention this item's handle: RePEc:spr:empeco:v:39:y:2010:i:3:p:713-731. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.