On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles
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- Lars-H. R. Siemers, 2024. "On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 367-409, November.
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More about this item
Keywords
Hamilton filter; HP filter; expert-benchmark congruency; gap-inflation link; spectral analysis.;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- H60 - Public Economics - - National Budget, Deficit, and Debt - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2025-01-06 (Econometric Time Series)
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