vary widely across detrending methods; (ii) that alternative detrending filters extract different types of information from … of detrending methods. It is shown: (i) that both quantitatively and qualitatively `stylized facts' of US business cycles …

predictors. In this paper, we simultaneously address these three issues, proposing to directly treat the persistence of …

returns. This paper proposes to stand up to the usual problem of persistent regressor bias, by detrending the highly auto … are adjusted for high persistence. …

returns. This paper proposes to stand up to the usual problem of persistent regressor bias, by detrending the highly auto … are adjusted for high persistence. …

of multilingual search; The texts vectors pass through three filters: the primary information retrieval (primary …

sensitive to the choice of detrending. As a consequence, both the magnitude and the persistence of theoretical responses to …This paper aims to shed light on potential pitfalls of different data filtering and detrending procedures for the … the question, we focus on two widely used detrending and filtering methods, the HP filter and linear detrending. After …