Is the Hamilton Regression Filter Really Superior to Hodrick-Prescott Detrending?
| Author(s): | PhDr. Jiří Kukačka Ph.D., Franke, Reiner; Sacht, Stephen |
|---|---|
| Type: | Submissions |
| Year: | 2022 |
| Number: | 0 |
| ISSN / ISBN: | |
| Published in: | SSRN Working Paper, DOI |
| Publishing place: | |
| Keywords: | business cycles, smoothing parameter, trend concept, growth regimes |
| JEL codes: | C18, C32, E32 |
| Suggested Citation: | |
| Grants: | PRIMUS/19/HUM/17 2019-2021 Behavioral finance and macroeconomics: New insights for the mainstream |
| Abstract: |
