Multivariate trend-cycle extraction with the Hodrick-Prescott filter

Poloni, Federico; Sbrana, Giacomo

doi:10.1017/S1365100515000887

by Federico Poloni, Giacomo Sbrana

Reference:

Multivariate trend-cycle extraction with the Hodrick-Prescott filter (Federico Poloni, Giacomo Sbrana), In Macroeconomic Dynamics, 2016.

Bibtex Entry:

@article{PolS16b,
Author = {Poloni, Federico and Sbrana, Giacomo},
Title = {Multivariate trend-cycle extraction with the {H}odrick-{P}rescott filter},
Year = {2016},
doi = {10.1017/S1365100515000887},
url = {http://dx.doi.org/10.1017/S1365100515000887},
  pdf = {files2/PolS15hp_arxiv.pdf},
  pages = {1--25},
  Journal = {Macroeconomic Dynamics},
}