MULTIVARIATE TREND–CYCLE EXTRACTION WITH THE HODRICK–PRESCOTT FILTER

Publisher: Cambridge University Press

E-ISSN: 1469-8056|21|6|1336-1360

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.21, Iss.6, 2016-09, pp. : 1336-1360

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Abstract