BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
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Publication:4959671
DOI10.1111/iere.12494zbMath1470.91166OpenAlexW3123828953MaRDI QIDQ4959671
Peter C. B. Phillips, Sainan Jin
Publication date: 17 September 2021
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2423
smoothingHodrick-Prescott filterintegrated processtrend breakgraduationlimit theorydetrendingWhittaker filter
Stochastic models in economics (91B70) Economic growth models (91B62) Signal detection and filtering (aspects of stochastic processes) (60G35)
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SPECTRAL FINANCIAL ECONOMETRICS ⋮ TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS ⋮ The spectral analysis of the Hodrick–Prescott filter
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