Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter
Year of publication: |
November 2015
|
---|---|
Authors: | Flaig, Gebhard |
Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 235.2015, 6, p. 518-538
|
Subject: | Hodrick-Prescott filter | Wiener-Kolmogorov filter | smoothing parameter | trends | cycles | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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