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searching for Hodrick–Prescott filter 3 found (14 total)

Kuznets swing (413 words) [view diff] exact match in snippet view article find links to article

9:228-252. 1968. Cogley, Timothy and Nason, James M. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for

Harald Uhlig (793 words) [view diff] case mismatch in snippet view article find links to article

jmoneco.2004.05.007. Ravn, Morten O.; ——— (2002). "On Adjusting the Hodrick–Prescott Filter for the Frequency of Observations". Review of Economics and Statistics

Electricity price forecasting (7,115 words) [view diff] exact match in snippet view article find links to article

018. Weron, Rafał; Zator, Michał (2015). "A note on using the Hodrick–Prescott filter in electricity markets" (PDF). Energy Economics. 48: 1–6. doi:10