Replication data for: The Econometrics of the Hodrick-Prescott Filter

Name: Replication data for: The Econometrics of the Hodrick-Prescott Filter
Published: 2016-05-17T00:00:00+08:00

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HP滤波器计量经济学

宏观经济时间序列分解

数据链接：

https://doi.org/10.7910/DVN/29144 数据链接链接失效反馈

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资源简介：

de Jong, Robert M., and Sakarya, Neslihan, (2016) "The Econometrics of the Hodrick-Prescott Filter." Review of Economics and Statistics 98:2, 310-317.

创建时间：

2016-05-17

Replication data for: The Econometrics of the Hodrick-Prescott Filter

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