Article
Publicly Available
Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
-
Gebhard Flaig
Published/Copyright:
April 6, 2016
Online erschienen: 2016-4-6
Erschienen im Druck: 2015-12-1
© 2015 by Lucius & Lucius, Stuttgart
Articles in the same Issue
- Titelei
- Inhalt / Contents
- Abhandlungen / Original Papers
- Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
- Staying Within or Leaving the Apprenticeship System? Revisions of Educational Choices in Apprenticeship Training
- Ersatzraten in der Gesetzlichen Rentenversicherung / Replacement Rates in the German Statutory Pension System
- Does Participation Increase Outcome Acceptance? Evidence from a Power-to-take Experiment
- Spekulation am Terminmarkt und die Preisentwicklung von Agrarrohstoffen am Kassamarkt: Eine Zeitreihenanalyse der CFTC Berichte für Weizen, Mais und Sojabohnen / Speculation in Futures Markets and the Impact on Agricultural Commodity Prices: A Time Series Analysis of the CFTC Reports for Wheat, Corn and Soybeans
- Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean?
- Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
- Buchbesprechungen / Book Reviews
Keywords for this article
Hodrick-Prescott filter;
Wiener-Kolmogorov filter;
smoothing parameter;
trends;
cycles
Articles in the same Issue
- Titelei
- Inhalt / Contents
- Abhandlungen / Original Papers
- Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
- Staying Within or Leaving the Apprenticeship System? Revisions of Educational Choices in Apprenticeship Training
- Ersatzraten in der Gesetzlichen Rentenversicherung / Replacement Rates in the German Statutory Pension System
- Does Participation Increase Outcome Acceptance? Evidence from a Power-to-take Experiment
- Spekulation am Terminmarkt und die Preisentwicklung von Agrarrohstoffen am Kassamarkt: Eine Zeitreihenanalyse der CFTC Berichte für Weizen, Mais und Sojabohnen / Speculation in Futures Markets and the Impact on Agricultural Commodity Prices: A Time Series Analysis of the CFTC Reports for Wheat, Corn and Soybeans
- Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean?
- Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging
- Buchbesprechungen / Book Reviews
