HodrickPrescott filter

Results: 3



#Item
1Economics / Macroeconomics / New classical macroeconomics / Fellows of the Econometric Society / Business cycle / Capitalism / Dynamic stochastic general equilibrium / HodrickPrescott filter / Macroeconomic model / Keynesian economics / Lucas critique / Real business-cycle theory

Theories and Methods of the Business Cycle. Part 1: Dynamic Stochastic General Equilibrium Models II. The RBC approach Jean-Olivier HAIRAULT, Professeur à Paris I

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Source URL: eurequa.univ-paris1.fr

Language: English - Date: 2009-10-13 10:46:19
2Time series analysis / Statistics / Computing / Econometrics / Linear filters / HodrickPrescott filter / Filter / Autoregressive integrated moving average / Linear regression / Hewlett-Packard

Eidgenössische Finanzverwaltung, Bundesgasse 3, CH-3003 Bern Administration fédérale des finances, Bundesgasse 3, CH-3003 Berne Amministrazione federale delle finanze, Bundesgasse 3, CH-3003 Berna Swiss Federal Financ

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Source URL: www.efv.admin.ch

Language: English
3New classical macroeconomics / Business cycle / Procyclical and countercyclical / Systemic risk / Real business-cycle theory / Economic indicators / Economic growth / Gross fixed capital formation / Correlation and dependence / HodrickPrescott filter / Procyclic / Economics

doi:j.econlet

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:47
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