Inverting the Hodrick-Prescott filter

DOI10.1023/A:1020923129872zbMath1012.68066MaRDI QIDQ1872053

John Landon-Lane

Publication date: 4 May 2003

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carloreal business cyclesmodel comparison

Mathematics Subject Classification ID

Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30)

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