Sparse HP filter : finding kinks in the COVID-19 contact rate
Year of publication: |
June 2020
|
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Authors: | Lee, Sokbae ; Liao, Yuan ; Seo, Myung Hwan ; Shin, Youngki |
Publisher: |
[Seoul] : [Institute of Economic Research] |
Subject: | COVID-19 | trend filtering | knots | piecewise linear fitting | Hodrick-Prescott filter | Coronavirus | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Konjunktur | Business cycle | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 46 Seiten) |
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Series: | SIER working paper series. - Seoul : Institute of Economic Research, ZDB-ID 3053181-0. - Vol. 136] |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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