Publication detail

Notes on the Neglected Premisses of the Hodrick-Prescott Detrending and the Hamilton Regression Filter

Author(s): PhDr. Jiří Kukačka Ph.D., Reiner Franke (Kiel University)
Type: Submissions
Year: 2020
Number: 0
ISSN / ISBN:
Published in: SSRN Working Paper, DOI, reject&resubmit in ECON MODEL
Publishing place:
Keywords: detrending, $\ell_1$ trend filter, business cycles, growth regimes
JEL codes:
Suggested Citation:
Grants: PRIMUS/19/HUM/17 2019-2021 Behavioral finance and macroeconomics: New insights for the mainstream
Abstract:

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