مرکز منطقه ای اطلاع رساني علوم و فناوري - Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

Title of article :

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

Author/Authors :

Timothy Cogley، نويسنده , , James M. Nason، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

253

To page :

278

Keywords :

Business fluctuations , Model evaluation and testing , Time series models

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1995

Journal title :

Journal of Economic Dynamics and Control

Record number :

237282

Link To Document :