On suboptimality of the Hodrick-Prescott filter at time series endpoints
Emi Mise; Tae-Hwan Kim; Paul Newbold
| Year of publication: |
2005
|
|---|---|
| Authors: | Mise, Emi ; Kim, Tae-hwan ; Newbold, Paul |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 27.2005, 1, p. 53-67
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| Subject: | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002647963