Research Catalog

Time aggregation and the Hodrick-Prescott filter

Title
Time aggregation and the Hodrick-Prescott filter / Augustín Maravall and Ana del Río.
Author
Maravall, Agustín.
Publication
Madrid : Banco de España, 2001.

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Details

Additional Authors
  • Río, Ana del.
  • Banco de España. Servicio de Estudios.
Description
45 pages, 1 unnumbered page : illustrations; 24 cm.
Series Statement
Documento de Estudios (Banco de España. Servicio de Estudios) ; no.0108
Uniform Title
Documento de Estudios (Banco de España. Servicio de Estudios) ; no. 108.
Subject
  • Business cycles > Econometric models
  • Hodrick-Prescott filter
  • Inflation (Finance)
  • Filters (Mathematics)
  • Time series
Bibliography (note)
  • Includes bibliographical references (p.45-[46]).
ISBN
8477937427
OCLC
  • ocm47093721
  • SCSB-4135238
Owning Institutions
Columbia University Libraries