Three new empirical perspectives on the Hodrick–Prescott parameter
Year of publication: |
2010
|
---|---|
Authors: | Fukuda, Kosei |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 39.2010, 3, p. 713-731
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Bayesian smoothness solution | Empirical perspective: Hodrick–Prescott filter | Multistep ahead forecasting | Output gap |
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