Hodrick-Prescott filter in practice
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 t...
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| Autores principales: | Ahumada, Hildegart, Garegnani, María Lorena |
|---|---|
| Formato: | Objeto de conferencia |
| Lenguaje: | Inglés |
| Publicado: |
1999
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/3745 http://www.depeco.econo.unlp.edu.ar/jemi/1999/trabajo01.pdf |
| Aporte de: |
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