Modeling and estimating correlated growth and business cycles in a multivariate Hodrick-Prescott filter (Q4917630)
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scientific article; zbMATH DE number 6159928
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| English | Modeling and estimating correlated growth and business cycles in a multivariate Hodrick-Prescott filter |
scientific article; zbMATH DE number 6159928 |
Statements
2 May 2013
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adaptive estimation
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Gaussian process
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Hodrick-Prescott filter
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noise-to-signal ratio
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orthogonal parametrization
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business cycle
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trend
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0.8296961784362793
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0.8102794289588928
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0.8042926788330078
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0.7991572022438049
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0.7917283177375793
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