Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
Year of publication: |
1995
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---|---|
Authors: | Cogley, Timothy ; Nason, James M. |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 19.1995, 1-2, p. 253-278
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Publisher: |
Elsevier |
Saved in:
Online Resource
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