Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

Timothy Cogley () and James Nason

Journal of Economic Dynamics and Control, 1995, vol. 19, issue 1-2, 253-278

Date: 1995
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Working Paper: Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:253-278

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