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

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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: Australian National University: CAMA working paper series ; 2020, 71 (July 2020)
Subjects:
Hamilton regression filter
stylised business cycle facts
New Zealand
end-point issues
Graue Literatur
Hamilton regression filter
stylised business cycle facts
New Zealand
end-point issues
Source: Verbunddaten SWB
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