On adjusting the HP-filter for the frequency of observations
Ravn,M. ; Uhlig,H.F.H.V.S.
Ravn,M.
Uhlig,H.F.H.V.S.
Abstract
Description
DP9750 Pagination: 5
Date
2002
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Research Projects
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Citation
Ravn, M & Uhlig, H F H V S 2002, 'On adjusting the HP-filter for the frequency of observations', Review of Economics and Statistics, vol. 84, no. 2, pp. 371-376.
