Details

Title

Real-Time vs. Full-Sample Performance of One-Sided and Two-Sided HP Filters. An Application to 27 EU Member States' GDP Data

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2020

Numer

No 3

Authors

Keywords

One-sided and two-sided Hodrick-Prescott filters ; endpoint bias

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

251-272

Publisher

Oddział PAN w Łodzi

Date

2020.09.11

Type

Artykuły / Articles

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2020.134748

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