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Detrending economic time series : a Bayesian generalization of the Hodrick-Prescott filter
Trimbur, Thomas M.
- In:
Journal of forecasting
25
(
2006
)
4
,
pp. 247-273
Persistent link: https://www.econbiz.de/10003364172
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Trends estimation, signal-noise ratios and the frequency of observations
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
Growth and cycle in the Euro-zone
,
(pp. 60-75)
.
2006
Persistent link: https://www.econbiz.de/10003412110
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