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Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks - MaRDI portal

Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067)

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Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks
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    Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (English)
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    17 April 2023
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    band-pass
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    business cycle
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    frequency domain
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    Hodrick-Prescott, hours-worked
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    impulse response
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