The HP-Filter in Cross-Country Comparisons
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- Albert Marcet & Morten O. Ravn, 2003. "The HP-Filter in Cross-Country Comparisons," Working Papers 32, Barcelona Graduate School of Economics.
- 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, 2001. "The HP-filter in cross-country comparisons," Economics Working Papers 588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
References listed on IDEAS
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More about this item
- 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
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-07 (All new papers)
- NEP-DGE-2004-06-07 (Dynamic General Equilibrium)
- NEP-ECM-2004-06-10 (Econometrics)
- NEP-ETS-2004-06-07 (Econometric Time Series)
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