Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter?: a New Zealand business cycle perspective

Saved in:

Authors and Corporations:

Hall, Vivian Bruce (Author), Thomson, Peter J. (Author)

Other Authors:

Thomson, Peter J. [Author]

Type of Resource:

E-Book

Language:

English

published:

Canberra Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis July 2020

Series:

Subjects:

Hamilton regression filter

stylised business cycle facts

New Zealand

end-point issues

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Australian National University: CAMA working paper series