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~language:"eng"
~isPartOf:"Discussion Paper"
~person:"Kim, Tae-Hwan"
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Kim, Tae-Hwan
Stadtmann, Georg
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THE HODRICK-PRESCOTT FILTER AT TIME SERIESENDPOINTS
Mise, Emi
;
Kim, Tae-Hwan
;
Newbold, Paul
-
University <Nottingham> / Department of Economics
-
2008
The Hodrick-Prescott …lter is often applied to economic series as part of thestudy of
business
cycles. Its properties …
Persistent link: https://www.econbiz.de/10005868904
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