Reconciling output gaps: unobserved components model and Hodrick-Prescott filter (Q1655554)
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scientific article; zbMATH DE number 6915577
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| English | Reconciling output gaps: unobserved components model and Hodrick-Prescott filter |
scientific article; zbMATH DE number 6915577 |
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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0.82030475
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0.81892216
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0.81484544
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0.80992377
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0.8088282
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0.80831414
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0.8054822
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0.80516815
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