Energy prices and the macroeconomy : new evidence from Hodrick-Prescott and Hamilton filters
Puneet Vatsa and Frank G. Mixon Jr.
| Year of publication: |
2022
|
|---|---|
| Authors: | Vatsa, Puneet ; Mixon, Franklin G. |
| Published in: |
Journal of financial economic policy. - Bradford : Emerald, ISSN 1757-6393, ZDB-ID 2501029-3. - Vol. 14.2022, 5, p. 694-712
|
| Subject: | Hamilton filter | Hodrick-Prescott filter | US energy prices | US macroeconomy | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | USA | United States | Energiemarkt | Energy market | Schätzung | Estimation | Energiepreis | Energy price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JFEP-02-2022-0039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013361521