Estimation of the business cycle : a modified Hodrick-Prescott filter
Year of publication: |
1999
|
---|---|
Authors: | Kaiser, Regina ; Maravall Herrero, Agustín |
Publisher: |
Banco de España. Servicio de Estudios / Madrid : Banco de España. Servicio de Estudios, 1999 |
Subject: | Fluctuaciones y ciclos económicos | Modelos de series temporales | Estimación |
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