MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER
نویسندگان
چکیده
منابع مشابه
Multivariate trend-cycle extraction with the Hodrick-Prescott filter
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ژورنال
عنوان ژورنال: Macroeconomic Dynamics
سال: 2016
ISSN: 1365-1005,1469-8056
DOI: 10.1017/s1365100515000887