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Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter

Schlicht, Ekkehart - Institute for the Study of Labor (IZA) - 2004

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997) which has been proposed in the context of my seasonal adjustment method (Schlicht 1981, 1984). A statistics estimator for the smoothing parameter is proposed that is asymptotically equivalent to the...

Persistent link: https://www.econbiz.de/10005703010

Manufacturing survey: Current output and prices up, outlook activity softens in July

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1998) Jul, pp. 12-13

Persistent link: https://www.econbiz.de/10005367780

Manufacturing survey: August activity slips from July surge

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1997) Jul, pp. 6-7

Persistent link: https://www.econbiz.de/10005367810

Manufacturing survey: production dips in fourth quarter

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1996) Jan, pp. 11-12

Persistent link: https://www.econbiz.de/10005367820

Manufacturing survey: production remained weak in first quarter

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1996) Apr, pp. 10-11

Persistent link: https://www.econbiz.de/10005367823

Manufacturing survey: moderate level of growth follows sharp swings

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1997) Jan, pp. 8-9

Persistent link: https://www.econbiz.de/10005712394

Manufacturing survey: current activity and prices slip; outlook up slightly

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1997) Apr, pp. 6-7

Persistent link: https://www.econbiz.de/10005712412

Manufacturing survey: Prices soft, production outlook up in January

Rogers, Mark; Mancuso, Whitney - In: Regional Update (1998) Jan, pp. 8-9

Persistent link: https://www.econbiz.de/10005498631

Manufacturing survey reveals continued output growth in the second quarter

Rogers, Mark; Bansak, Cynthia - In: Regional Update (1994) Jan, pp. 11-12

Persistent link: https://www.econbiz.de/10005498639

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