Article ID Journal Published Year Pages File Type
9732513 International Journal of Forecasting 2005 20 Pages PDF
Abstract
The procedure is discussed in detail in the context of business-cycle estimation by means of the Hodrick-Prescott filter applied to a seasonally adjusted series or a trend-cycle component.
Keywords
Related Topics
Social Sciences and Humanities Business, Management and Accounting Business and International Management
Preview
Combining filter design with model-based filtering (with an application to business-cycle estimation)
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