Effects of the Hodrick-Prescott filter on integrated time series
| Year of publication: |
1991
|
|---|---|
| Authors: | Cogley, Timothy ; Nason, James M. |
| Published in: |
Proceedings. - Federal Reserve Bank of San Francisco. - 1991, Nov
|
| Publisher: |
Federal Reserve Bank of San Francisco |
| Subject: | Time-series analysis | Business cycles |
| Type of publication: | Article |
|---|---|
| Notes: | Published in Fall Academic Conference (1991 : 12th) |
| Source: |
Persistent link: https://www.econbiz.de/10005078060