Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
type: Item
instance of: scholarly article
title: Reconciling output gaps: unobserved components model and Hodrick-Prescott filter
zbMATH Open document ID: 1401.91372
author: Angelia L. Grant
author: Joshua C. C. Chan
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6915577
zbMATH Keywords: trend-cycle decomposition
zbMATH Keywords: HP filter
zbMATH Keywords: structural break
MaRDI profile type: Publication
full work available at URL: j.jedc.2016.12.004
OpenAlex ID: W3122239689
cites work: Testing for time variation in an unobserved components model for the U.S. economy
cites work: Kernel density estimation via diffusion
cites work: Marginal Likelihood Estimation with the Cross-Entropy Method
cites work: Trends and cycles in economic time series: a Bayesian approach
cites work: Low frequency filtering and real business cycles
DOI: 10.1016/J.JEDC.2016.12.004
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6915577