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Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research (Working papers in applied economic theory)

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Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research (Working papers in applied economic theory)

Timothy Cogley

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Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research (Working papers in applied economic theory)

Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research (Working papers in applied economic theory)

More Books

Robustness and U.S. monetary policy experimentation.: An article from: Journal of Money, Credit & Banking

Robustness and U.S. monetary policy experimentation.: An article from: Journal of Money, Credit & Banking

A frequency decomposition of approximation errors in stochastic discount factor models (Working paper)

A frequency decomposition of approximation errors in stochastic discount factor models (Working paper)

Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson (Working paper)

Alternative definitions of the business cycle and their implications for business cycle models: A reply to Torben Mark Pederson (Working paper)