Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554): Difference between revisions

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Property / DOI: 10.1016/j.jedc.2016.12.004 / rank
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Latest revision as of 01:21, 11 December 2024

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Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
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    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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