Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations

Mark Meyer () and Peter Winker

AStA Advances in Statistical Analysis, 2005, vol. 89, issue 3, 303-320

Keywords: HP filter; spurious regression; detrending; JEL C15; C22 (search for similar items in EconPapers)
Date: 2005
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Working Paper: Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations (2004)
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DOI: 10.1007/s10182-005-0206-9

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