The Hamilton Regression in Comparison: Evidence from German Business Cycles Since 1950

Lars-Hinrich Siemers ()

Volkswirtschaftliche Diskussionsbeiträge from Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht

Keywords: business-cycle identification; Hamilton regression; EU production-function approach; HP filter; Swiss HP filter (search for similar items in EconPapers)
JEL-codes: C18 C22 E32 E62 H60 N14 (search for similar items in EconPapers)
Pages: 49 pages
Date: 2023
New Economics Papers: this item is included in nep-his
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Persistent link: https://EconPapers.repec.org/RePEc:sie:siegen:195-23

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