Using HP filtered data for econometric analysis: Some evidence from Monte Carlo simulations

Allgemeines Statistisches Archiv

Volumn 89, Issue 3, 2005, Pages 303-320

  Meyer, Mark ^a   Winker, Peter ^a  

^a UNIVERSITY OF ERFURT   (Germany)

Author keywords

Detrending; HP filter; Spurious regression

Indexed keywords

EID: 31944442308     PISSN: 00026018     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-005-0206-9     Document Type: Article

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