The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series (Q3368239)
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scientific article; zbMATH DE number 5002313
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| English | The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series |
scientific article; zbMATH DE number 5002313 |
Statements
27 January 2006
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business cycle
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macroeconomic series decomposition
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maximum-likelihood estimation under
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0.825028121471405
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0.8241559863090515
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0.8231531977653503
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0.8215406537055969
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