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Estimation of the business cycle: a modified Hodrick-Prescott filter

26/05/1999

Estimation of the business cycle: a modified Hodrick-Prescott filter

Series: Working Papers. 9912.

Author: Regina Kaiser and Agustín Maravall

Quantitative methods

  • Exchange rates
  • Economic situation
  • Labour market

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Estimation of the business cycle: a modified Hodrick-Prescott filter (1 MB)
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