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On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi; Kim, Tae-hwan; Newbold, Paul - In: Journal of macroeconomics 27 (2005) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
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Sign and phase asymmetry : news, economic activity and the stock market
Henry, Ólan Thomas John; Olekalns, Nilss; Shields, … - In: Journal of macroeconomics 32 (2010) 4, pp. 1083-1100
Persistent link: https://www.econbiz.de/10008937775
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Is there a unit root in inflation?
Henry, Ólan Thomas John; Shields, Kalvinder K. - In: Journal of macroeconomics 26 (2004) 3, pp. 481-500
Persistent link: https://www.econbiz.de/10002343411
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Sign and phase asymmetry: News, economic activity and the stock market
Henry, Ólan; Olekalns, Nilss; Shields, Kalvinder - In: Journal of macroeconomics 32 (2010) 4, pp. 1083-1101
Persistent link: https://www.econbiz.de/10008712476