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

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 literat...

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Guardado en:
Detalles Bibliográficos
Autores principales: Ahumada, Hildegart, Garegnani, María Lorena
Formato: Articulo
Lenguaje:Inglés
Publicado: 2000
Materias:
Ciencias Económicas
HP filter
Cycles
Spurious cycles
Genuine cross correlation
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/123574
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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