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: | Others |
| Year: | 2020 |
| Number: | 0 |
| ISSN / ISBN: | |
| Published in: | SSRN Working Paper, DOI |
| 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: |
