Hodrick–Prescott filter

Results: 42



#Item
1Why You Should Never Use the Hodrick-Prescott Filter ∗ James D. Hamilton

Why You Should Never Use the Hodrick-Prescott Filter ∗ James D. Hamilton

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Source URL: econweb.ucsd.edu

- Date: 2016-11-15 14:00:02
    2The Econometrics of the Hodrick-Prescott filter Robert M. de Jong∗ Neslihan Sakarya†  September 22, 2013

    The Econometrics of the Hodrick-Prescott filter Robert M. de Jong∗ Neslihan Sakarya† September 22, 2013

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    Source URL: econ.ohio-state.edu

    Language: English - Date: 2013-09-23 14:31:33
      3Microsoft Word - TITLE PAGE TEMPLATE.doc

      Microsoft Word - TITLE PAGE TEMPLATE.doc

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      Source URL: fbe.unimelb.edu.au

      Language: English - Date: 2013-08-05 02:10:17
      4DMSDR1S-#[removed]v3-The_South_African_output_gap_edit

      DMSDR1S-#[removed]v3-The_South_African_output_gap_edit

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      Source URL: www.imf.org

      Language: English - Date: 2011-08-25 09:22:16
      5ESTIMATING OUTPUT GAPS  Gordon de Brouwer Research Discussion Paper 9809

      ESTIMATING OUTPUT GAPS Gordon de Brouwer Research Discussion Paper 9809

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      Source URL: www.rba.gov.au

      Language: English - Date: 2010-01-17 19:17:12
      6OECD System of Composite Leading Indicators

      OECD System of Composite Leading Indicators

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:17:03
      7Upcoming changes to the OECD Composite Leading Indicators to be implemented in the December 2008 MEI Background The OECD system of composite leading indicators (CLIs), developed in the 1970s, has been the subject of a re

      Upcoming changes to the OECD Composite Leading Indicators to be implemented in the December 2008 MEI Background The OECD system of composite leading indicators (CLIs), developed in the 1970s, has been the subject of a re

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:14
      8CYCLE EXTRACTION A comparison of the Phase-Average Trend method, the Hodrick-Prescott and Christiano-Fitzgerald filters Ronny Nilsson and Gyorgy Gyomai OECD

      CYCLE EXTRACTION A comparison of the Phase-Average Trend method, the Hodrick-Prescott and Christiano-Fitzgerald filters Ronny Nilsson and Gyorgy Gyomai OECD

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:07
      9OECD System of Composite Leading Indicators

      OECD System of Composite Leading Indicators

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:13
      10GENERAL DISTRIBUTION  OCDE/GD(95)1 ECONOMICS DEPARTMENT WORKING PAPERS

      GENERAL DISTRIBUTION OCDE/GD(95)1 ECONOMICS DEPARTMENT WORKING PAPERS

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      Source URL: www.oecd.org

      Language: English - Date: 2014-07-21 04:29:03