The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters
Year of publication: |
2001
|
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Authors: | Pedersen, Torben Mark |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 25.2001, 8, p. 1081-1101
|
Subject: | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Theorie | Theory |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
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