Title of article
On suboptimality of the Hodrick–Prescott filter at time series endpoints
Author/Authors
Emi Mise، نويسنده , , Tae-Hwan Kim، نويسنده , , Paul Newbold، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
15
From page
53
To page
67
Keywords
Hodrick–Prescott filter , Revision error , Recent cyclical components
Journal title
Journal of Macroeconomics
Serial Year
2005
Journal title
Journal of Macroeconomics
Record number
235164
Link To Document