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Moura, Alban
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Why you should never use the Hodrick-Prescott filter : a
comment
on Hamilton (The Review of Economics and Statistics, 2018)
Moura, Alban
- In:
Journal of comments and replications in economics
3
(
2024
),
pp. 1-17
proposes an alternative approach. This
comment
reconsiders Hamilton's case against the HP filter, emphasizing two simple points …
Persistent link: https://www.econbiz.de/10014529128
Saved in:
2
Why You Should Never Use the Hodrick-Prescott Filter. A
Comment
on Hamilton (The Review of Economics and Statistics, 2018)
Moura, Alban
- In:
Journal of Comments and Replications in Economics (JCRE)
3
(
2024
)
2024-1
,
pp. 1-17
proposes an alternative approach. This
comment
reconsiders Hamilton's case against the HP filter, emphasizing two simple points …
Persistent link: https://www.econbiz.de/10014529380
Saved in:
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