Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter
Gebhard Flaig (University of Munich)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Flaig, Gebhard |
| Published in: |
Jahrbücher für Nationalökonomie und Statistik. - Berlin : De Gruyter Oldenbourg, ISSN 0021-4027, ZDB-ID 215643-X. - Vol. 235.2015, 6, p. 518-538
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| Subject: | Hodrick-Prescott filter | Wiener-Kolmogorov filter | smoothing parameter | trends | cycles | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431777