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
Pages
21
From page
1081
To page
1101
Keywords
detrending , Business cycles , Hodrick}Prescott "lter , Optimal "ltering , Slutzky e!ect
Journal title
Journal of Economic Dynamics and Control
Serial Year
2001
Journal title
Journal of Economic Dynamics and Control
Record number
237927
Link To Document