Harvey, Andrew C. (contributor); … - 2004 - [Elektronische Ressource]
Introduction
Decomposing time series into trends and cycles is fundamental to a good deal of macro-
economic analysis. The Hodrick …-basedfiltersforextract-
ing trends and cycles in economic time series,”ReviewofEconomicsandStatistics
85, 244-55.
HARVEY,A.C.,TRIMBUR,T.M., ANDH … EconometricInstitute,ErasmusUniversity
Cyclical components in economic time series are analysed in a Bayesian framework,
thereby allowing …