A complete model-based interpretation of the Hodrick-Prescott Filter
Subtitle: spuriousness reconsidered
By: Regina Kaiser, Agustín Maravall
Contributors: Maravall, Agustín
Series: Documento de trabajo -- no. 0208; Documento de trabajo (Banco de España. Servicio de Estudios) -- no. 208
Publisher: Banco de España, Servicio de Estudios
Published: 2002
Place of publication: Madrid
Language: eng
Number of pages: 35
Subjects: Business cycles; Forecasting; Mathematical models
Notes: Includes bibliographical references (p. 33-35).