Dias, Maria-Helena A.; Dias, Joilson; Evans, Charles L. - Associação dos Centros de Pós-Graduação em … - 2004
The objective of this paper is to show an alternative technique to smooth time series from Monte Carlo Simulations. The technique considers that time series can contain more than one structural break, coming from movements in coefficients of trend or from intercept. The Hodrick-Prescott Filter...