Multivariate trend-cycle extraction with the Hodrick-Prescott filter
Year of publication: |
September 2017
|
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Authors: | Poloni, Federico ; Sbrana, Giacomo |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 21.2017, 6, p. 1336-1360
|
Subject: | Business Cycle | HP Filter | VARMA Models | META Approach | Likelihood Estimation | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
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