Locating change-points in Hodrick–Prescott trends with an...

Economic Modelling 2015 / 02 Vol. 45

Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach

Yoon, Gawon
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Volume:
45
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.10.014
Date:
February, 2015
File:
PDF, 379 KB
english, 2015
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