Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research
| Year of publication: |
1995
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|---|---|
| Authors: | Cogley, Timothy ; Nason, James M. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 19.1995, 1-2, p. 253-278
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