The Holt-Winters filter and the one-sided HP filter: a close correspondence

DOI10.1016/J.ECONLET.2022.110925MaRDI QIDQ2681815zbMATH OpenOpenAlexFDO

Authors Mathias Drehmann, Rodrigo A. Alfaro

Publication date 30 January 2023

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110925

zbMATH Keywords

HP filtercredit cycleHolt-Winters filter

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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