The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP
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Publication:1389418
DOI10.1016/S0165-1765(97)00178-XzbMATH Open0896.90048OpenAlexW1482715040MaRDI QIDQ1389418FDOQ1389418
Authors: W. Razzak 
Publication date: 30 June 1998
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00178-x
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Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)
Cites Work
Cited In (10)
- The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
- The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
- On fractional filtering versus conventional filtering in economics
- A simple heteroscedasticity removing filter
- Estimation of the potential GDP by a new robust filter method
- Spectral properties and geometric interpretation of R-filters
- Estimation of the smoothing parameters in the HPMV filter
- The most appropriate model to estimate Lithuanian business cycle
- The Carlson-Parkin method applied to NZ price expectations using QSBO survey data
- A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
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