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Affine Nelson-Siegel model
Alfaro, Rodrigo
- In:
Economics letters
110
(
2011
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009241656
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The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
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