Post-War U.S. Business Cycles : An Empirical Investigation

We propose a procedure for representing a time series as the sum of a smoothly varying trend component and a cyclical component. We document the nature of the co-movements of the cyclical components of a variety of macroeconomic time series. We find that these co-movements are very different than the corresponding co-movements of the slowly varying trend components

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Year of publication:	2011
Authors:	Hodrick, Robert J. ; Prescott, Edward C.
Publisher:	[S.l.] : SSRN
Subject:	USA \| United States \| Schätzung \| Estimation \| Konjunktur \| Business cycle
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: JOURNAL OF MONEY, CREDIT AND BANKING, Vol. 28, No. 4 (February 1997) Volltext nicht verfügbar
Classification:	N22 - U.S.; Canada: 1913-
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014029532