A complete model-based interpretation of the Hodrick- Prescott Filter: spuriousness reconsidered
Regina Kaiser; Agustín Maravall
| Year of publication: |
2002
|
|---|---|
| Authors: | Kaiser, Regina ; Maravall Herrero, Agustín |
| Publisher: |
Madrid : Banco de España |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 35 S graph. Darst |
|---|---|
| Series: | Documentos de trabajo / Banco de España, Servicio de Estudios. - Madrid, ISSN 0213-2710, ZDB-ID 1454681-4. - Vol. 0208 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.bde.es/doctrab/docs/dt0208e.pdf |
| ISBN: | 84-7793-792-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001675832