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Time Aggregation and the Hodrick-Prescott Filter

17/05/2001

Time Aggregation and the Hodrick-Prescott Filter

Series: Working Papers. 0108.

Author: Agustín Maravall and Ana del Río.

Quantitative methods

  • Economic situation
  • International Economy
  • Economic and Monetary Union

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Time Aggregation and the Hodrick-Prescott Filter (240 KB)
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