A Hodrick-Prescott filter with automatically selected jumps
Year of publication: |
2024
|
---|---|
Authors: | Maranzano, Paolo ; Pelagatti, Matteo |
Publisher: |
Milano : Fondazione Eni Enrico Mattei (FEEM) |
Subject: | Trend | State-space form | Unobserved component model | Structural change | LASSO | Business cycle | Employment |
Series: | Working Paper ; 18.2024 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1895511879 [GVK] |
Classification: | C22 - Time-Series Models ; C63 - Computational Techniques ; E32 - Business Fluctuations; Cycles ; J21 - Labor Force and Employment, Size, and Structure |
Source: |
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