Nilsson, Ronny; Gyomai, Gyorgy - Statistics Directorate, Organisation de Coopération et … - 2011
This paper reports on revision properties of different de-trending and smoothing methods (cycle estimation methods), including PAT with MCD smoothing, a double Hodrick-Prescott (HP) filter and the Christiano-Fitzgerald (CF) filter. The different cycle estimation methods are rated on their...