Distortionary effects of the optimal Hodrick--Prescott filter (Q1274431)

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scientific article; zbMATH DE number 1238404
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Distortionary effects of the optimal Hodrick--Prescott filter
scientific article; zbMATH DE number 1238404

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    Distortionary effects of the optimal Hodrick--Prescott filter (English)
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    12 January 1999
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    business fluctuations
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    time series models
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