On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations

Review of Economics and Statistics - Tập 84 Số 2 - Trang 371-376 - 2002
Morten O. Ravn1, Harald Uhlig2
1London Business School and Centre for Economic Policy Research
2Humboldt University and Centre for Economic Policy Research

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Tài liệu tham khảo

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