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Break detectability and mean square forecast error ratios for selecting estimation windows

Ahumada, Hildegart A. - In: Journal of forecasting 31 (2012) 8, pp. 688-705

Persistent link: https://www.econbiz.de/10009722642

Hodrick-Prescott filter in practice

Ahumada, Hildegart A.; Garegnani, Lorena - In: Económica 45 (1999) 4, pp. 61-76

Persistent link: https://www.econbiz.de/10001535328

Especificación dinámica de billetes y monedas de particulares (serie mensual), utilizando técnicas de co-integración

Ahumada, Hildegart A. - In: Ensayos económicos (1989), pp. 53-76

Persistent link: https://www.econbiz.de/10001156626

Dynamic specification of the demand for currency : an application of co-integration techniques ; Argentina 1977 - 1988

Ahumada, Hildegart A. - In: Revista de econometria 9 (1989) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10001128739

Assesing HP filter performance for Argentina and US macro aggregates

Ahumada, Hildegart A.; Garegnani, Lorena - In: Journal of applied economics 3 (2000) 2, pp. 257-284

Persistent link: https://www.econbiz.de/10001596972

Econometria dinámica : una aplicación a la demanda de billetes y monedas en poder del público

Ahumada, Hildegart A. - In: Económica 33 (1987) 2, pp. 159-184

Persistent link: https://www.econbiz.de/10001056846

Forecasting a monetary aggregate under instability : Argentina after 2001

Ahumada, Hildegart A.; Garegnani, Lorena - In: International journal of forecasting 28 (2012) 2, pp. 412-427

Persistent link: https://www.econbiz.de/10009582606

A dynamic model of the demand for currency : Argentina 1977 - 1988

Ahumada, Hildegart A. - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 3, pp. 335-361

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Assesing Hp Filter Performance for Argentina and U.S. Macro Aggregates

Ahumada, Hildegart A.; Garegnani, Lorena - 2004

Hodrick-Prescott filter has been the favourite empirical technique among researchers studying cycles. Software facilities and the optimality criterion, from which the filter can be derived, can explain its wide use. However, different shortcomings and drawbacks have been pointed out in the...

Persistent link: https://www.econbiz.de/10014071697