Sparse HP filter : finding kinks in the COVID-19 contact rate
Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin
| Year of publication: |
2021
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|---|---|
| Authors: | Lee, Sokbae ; Liao, Yuan ; Seo, Myung Hwan ; Shin, Youngki |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 1, p. 158-180
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| Subject: | COVID-19 | Hodrick-Prescott filter | Knots | Piecewise linear fitting | Trend filtering | Coronavirus | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618477