Business Cycles, Trend Elimination, and the HP Filter
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- Jiti Gao & Oliver Linton & Bin Peng, 2017. "Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends," Monash Econometrics and Business Statistics Working Papers 10/17, Monash University, Department of Econometrics and Business Statistics.
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"A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence,"
Macroeconomics and Finance Series
201504, Hamburg University, Department Wirtschaft und Politik, revised Jan 2018.
- Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, Hamburg University, Department Wirtschaft und Politik.
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- repec:eee:inecon:v:109:y:2017:i:c:p:43-67 is not listed on IDEAS
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More about this item
KeywordsDetrending; Graduation; Hodrick Prescott filter; Integrated process; Limit theory; Smoothing; Trend break; Whittaker filter;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-07-04 (All new papers)
- NEP-ECM-2015-07-04 (Econometrics)
- NEP-ETS-2015-07-04 (Econometric Time Series)
- NEP-MAC-2015-07-04 (Macroeconomics)
- NEP-SEA-2015-07-04 (South East Asia)
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