Fully Modified HP Filter
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KeywordsBusiness Cycle; Time Series; Fully Modified HP Filter; End Point Bias in HP Filter; Simulation; Cross Country Study.;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2017-04-16 (Econometrics)
- NEP-ETS-2017-04-16 (Econometric Time Series)
- NEP-MAC-2017-04-16 (Macroeconomics)
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