Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10009574472
Persistent link: https://www.econbiz.de/10003868007
Persistent link: https://www.econbiz.de/10009783308
Persistent link: https://www.econbiz.de/10014533602
Persistent link: https://www.econbiz.de/10014231909
We show that the trend of the one-sided HP filter can be asymptotically approximated by the Holt-Winters (HW) filter. The later is an elegant, moving average representation and facilitates the computation of trends tremendously. We confirm the accuracy of this approximation empirically by...
Persistent link: https://www.econbiz.de/10014080316
We show that the trend of the one-sided HP filter can be asymptotically approximated by the Holt-Winters (HW) filter. The later is an elegant, moving average representation and facilitates the computation of trends tremendously. We confirm the accuracy of this approximation empirically by...
Persistent link: https://www.econbiz.de/10014080318
Persistent link: https://www.econbiz.de/10013368694
Persistent link: https://www.econbiz.de/10013327235
Persistent link: https://www.econbiz.de/10013436539