scientific article; zbMATH DE number 2222919

MaRDI QIDQ5701722zbMATH OpenFDO

Authors Matti Laaksonen

Publication date 4 November 2005

zbMATH Keywords

business cyclestime series decomposition

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• A functional Hodrick-Prescott filter
• The spectral analysis of the Hodrick–Prescott filter
• A property of the Hodrick-Prescott filter and its application
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Several least-squares problems related to the Hodrick-Prescott filtering
• Exact formulas for the Hodrick-Prescott filter
• A periodic cointegration model of quarterly consumption
• Distortionary effects of the optimal Hodrick--Prescott filter
• Inverting the Hodrick-Prescott filter

Cited in

(11)

• Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
• Measuring business cycles in economic time series
• Inverting the Hodrick-Prescott filter
• A frequency selective filter for short-length time series
• The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
• Several least-squares problems related to the Hodrick-Prescott filtering
• Business cycles, trend elimination, and the HP filter
• A consistent estimator of the smoothing operator in the functional Hodrick-Prescott filter
• A functional Hodrick-Prescott filter
• Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter
• Exact formulas for the Hodrick-Prescott filter

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5701722)