Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Year of publication: |
January 2018
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Authors: | Yamada, Hiroshi |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 2, p. 102-105
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Subject: | Hodrick-Prescott filtering | linear trend | low-frequency component | lowpass filter | Whittaker-Henderson method of graduation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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