The Hodrick-Prescott Filter, the Slutzky Effect, and the Distortionary Effect of Filters

Torben Mark Pedersen

Publikation: Working paper › Forskning

Abstract

Originalsprog	Engelsk
Udgiver	Department of Economics, University of Copenhagen
Antal sider	15
Status	Udgivet - 1998

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title = "The Hodrick-Prescott Filter, the Slutzky Effect, and the Distortionary Effect of Filters",

abstract = " ",

author = "Pedersen, {Torben Mark}",

year = "1998",

language = "English",

publisher = "Department of Economics, University of Copenhagen",

address = "Denmark",

type = "WorkingPaper",

institution = "Department of Economics, University of Copenhagen",

}