On smoothing macroeconomic time series using HP and modified HP filter
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- Muhammad Ali Choudhary & Muhammad Nadim Hanif & Javed Iqbal, 2013. "On Smoothing Macroeconomic Time Series using HP and Modified HP Filter," SBP Working Paper Series 60, State Bank of Pakistan, Research Department.
References listed on IDEAS
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KeywordsBusiness Cycles; Cross Country Comparisons; Smoothing Parameter; Time Aggregation;
- 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
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- 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-2013-04-06 (All new papers)
- NEP-ECM-2013-04-06 (Econometrics)
- NEP-ETS-2013-04-06 (Econometric Time Series)
- NEP-MAC-2013-04-06 (Macroeconomics)
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