Time aggregation and the Hodrick-Prescott filter
By: Augustín Maravall and Ana del Río
Contributors: Río, Ana del; Banco de España. Servicio de Estudios
Series: Documento de Estudios (Banco de España. Servicio de Estudios) -- no.0108; Documento de Estudios (Banco de España. Servicio de Estudios) -- no. 108
Publisher: Banco de España
Published: 2001
Place of publication: Madrid
Language: eng
Number of pages: 45
Subjects: Business cycles; Econometric models; Hodrick-Prescott filter; Inflation (Finance); Filters (Mathematics); Time series
Notes: Includes bibliographical references (p.45-[46]).