Measuring Business Cycles in Economic Time Series /
The purpose of the manuscript is to outline and demonstrate problems with the use of the HP filter, and to propose an alternative strategy for inferring cyclical behavior from a time series that features seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
2001.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
154. |
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| Online Access: | Connect to the full text of this electronic book |
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