Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
| Year of publication: |
1995
|
|---|---|
| Authors: | Cogley, Timothy ; Nason, James M. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 19.1995, 1-2, p. 253-278
|
| Publisher: |
Elsevier |