Sarabia, Arturo Antón - In: Economía Mexicana NUEVA ÉPOCA XIX (2010) 1, pp. 5-29
This paper evaluates to what extent the end-of-sample problem inherent to the Hodrick-Prescott (HP) filter may be …-Amant and van Norden and the linear trend method may significantly decrease the end-of-sample problem of the HP filter. These …