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Persistent link: https://www.econbiz.de/10012316586

Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective

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Persistent link: https://www.econbiz.de/10012533645

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Does Hamilton’s OLS Regression Provide a “Better Alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

Hall, Viv B. - 2020

Within a New Zealand business cycle context, we assess whether Hamilton's (H84) OLS regression methodology produces stylised business cycle facts which are materially different from HP1600 measures, and whether using the H84 predictor and other forecast extensions improves the HP filter's...

Persistent link: https://www.econbiz.de/10012828197

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