The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters
| Year of publication: |
2001
|
|---|---|
| Authors: | Pedersen, Torben Mark |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 25.2001, 8, p. 1081-1101
|
| Publisher: |
Elsevier |