The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample

Cornea-Madeira, Adriana orcid.org/0000-0002-0889-7145 (2017) The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample. Review of economics and statistics. pp. 314-318. ISSN 0034-6535

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Item Type: Article
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© by the President and Fellows of Harvard College and the Massachusetts Institute of Technology. Embargo period: 12 months. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Keywords: trend component; cyclical component; smoothing parameter; Sherman-Morrison.
Dates:
  • Published: 2 May 2017
  • Accepted: 25 January 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 06 Apr 2016 11:20
Last Modified: 29 Mar 2025 00:05
Published Version: https://doi.org/10.1162/REST_a_00594
Status: Published
Refereed: Yes
Identification Number: 10.1162/REST_a_00594
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