Why You Should Use the Hodrick-Prescott Filter – at Least to Generate Credit Gaps
Year of publication: |
2018
|
---|---|
Authors: | Drehmann, Mathias |
Other Persons: | Yetman, James (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | BIS Working Paper ; No. 744 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2018 erstellt |
Classification: | E44 - Financial Markets and the Macroeconomy ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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