On Adjusting the H-P Filter for the Frequency of Observations

H.F.H.V.S. Uhlig and Morten Ravn
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H.F.H.V.S. Uhlig: Tilburg University, School of Economics and Management

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Date: 1997
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Related works:
Working Paper: On Adjusting the HP-Filter for the Frequency of Observations (2001)
Working Paper: On Adjusting the HP-Filter for the Frequency of Observations (2001)
Working Paper: On Adjusting the H-P Filter for the Frequency of Observations (1997)
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