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The decomposition of forecast in seasonal ARIMA models
Espasa Terrades, Antoni - In: Journal of forecasting 14 (1995) 7, pp. 565-583
Persistent link: https://www.econbiz.de/10001192927
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Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina; Maravall Herrero, Agustín - In: Spanish economic review : SER 1 (1999) 2, pp. 175-206
Persistent link: https://www.econbiz.de/10001464035
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Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina; Maravall Herrero, Agustín - 1999
Persistent link: https://www.econbiz.de/10001362047
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Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina; Maravall Herrero, Agustín - 1999
Persistent link: https://www.econbiz.de/10001393248
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Short-term and long-term trends, seasonal adjustment, and the business cycle
Kaiser, Regina; Maravall Herrero, Agustín - 1999
Persistent link: https://www.econbiz.de/10001415795