Detrending, Stylized Facts and The Business Cycle (Now published in Journal of Applied Econometrics, vol.8 (1993), pp.231-247.)
Year of publication: |
1991
|
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Authors: | Harvey, Andrew C ; Jaeger, Albert |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Detrending | filters | persistence | structural time series models |
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