Antón-Sarabia, Arturo - Centro de Investigación y Docencia Económicas (CIDE) - 2008
This paper evaluates to what extent the end-of-sample problem inherent to the Hodrick-Prescott (HP) filter may be ameliorated when estimating the trend component of GDP. For that purpose, the filter of St-Amant and van Norden (1997) is proposed using Mexican data and both univariate and...