Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2016.12.004 / rank | |||
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| Property / cites work: Testing for time variation in an unobserved components model for the U.S. economy / rank | |||
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Latest revision as of 06:48, 16 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reconciling output gaps: unobserved components model and Hodrick-Prescott filter |
scientific article |
Statements
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (English)
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9 August 2018
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trend-cycle decomposition
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HP filter
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structural break
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