The Holt-Winters filter and the one-sided HP filter : a close correspondence
Rodrigo Alfaro, Mathias Drehmann
| Year of publication: |
2023
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|---|---|
| Authors: | Alfaro, Rodrigo ; Drehmann, Mathias |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 222.2023, p. 1-4
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| Subject: | HP filter | Holt-Winters filter | Credit cycle | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Glättungsverfahren | Smoothing technique |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2022.110925 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014231909