Title of article :
The Hodrick–Prescott filter, the Slutzky effect, and the distortionary effect of filters
Author/Authors :
Torben Mark Pedersen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Keywords :
detrending , Business cycles , Hodrick}Prescott "lter , Optimal "ltering , Slutzky e!ect
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
