Restricted Hodrick-Prescott filtering in a state-space framework
Year of publication: |
November 2017
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Authors: | Jönsson, Kristian |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 3, p. 1243-1251
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Subject: | Trend/cycle decomposition | Output gap | Judgement | State-space models | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | Produktionspotenzial | Potential output |
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