Multivariate detrending under common trend restrictions: Implications for business cycle research

Journal of Economic Dynamics and Control

Volumn 23, Issue 7, 1999, Pages 997-1028

  Kozicki, Sharon ^a  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

Author keywords

Business cycle measurement; C32; Common trend; E32; Hodrick Prescott filter

Indexed keywords

EID: 0009024457     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(98)00048-7     Document Type: Article

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