Estimation of the business cycle: A modified Hodrick-Prescott filter

Spanish Economic Review

Volumn 1, Issue 2, 1999, Pages 175-206

  Kaiser, Regina ^a   Maravall, Agustín ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b Servicio de Estudios Banco de Espa na   (Spain)

Author keywords

JEL classification: C13, C22, E32; Key words: Time series, optimal filtering, trends, seasonality, economic cycles

Indexed keywords

EID: 85031506605     PISSN: 14355469     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101080050008     Document Type: Article

References (0)