The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
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- Polasek, Wolfgang, 2011. "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series 275, Institute for Advanced Studies.
References listed on IDEAS
- Richard Sellner & Wolfgang Polasek, 2011.
"Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27,"
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ersa11p819, European Regional Science Association.
- Wolfgang Polasek & Richard Sellner, 2011. "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper series 24_11, Rimini Centre for Economic Analysis.
- Polasek, Wolfgang & Sellner, Richard, 2011. "Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Economics Series 266, Institute for Advanced Studies.
- Uhlig, H.F.H.V.S. & Ravn, M., 1997.
"On Adjusting the H-P Filter for the Frequency of Observations,"
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- Ravn, Morten O & Uhlig, Harald, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CEPR Discussion Papers 2858, C.E.P.R. Discussion Papers.
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- Wolfgang Polasek, 2012.
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More about this item
KeywordsHodrick-Prescott (HP) smoothers; smoothed square loss function; spatial smoothing; smoothness prior; Bayesian econometrics;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- R12 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-28 (All new papers)
- NEP-ECM-2011-11-28 (Econometrics)
- NEP-GEO-2011-11-28 (Economic Geography)
- NEP-URE-2011-11-28 (Urban & Real Estate Economics)
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