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- Harvey Andrew
- Faculty of Economics, University of Cambridge
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- Trimbur Thomas
- Division of Research and Statistics, Federal Reserve System
この論文をさがす
説明
The article analyses the relationship between unobserved component trend-cycle models and the Hodrick-Prescott filter. Consideration is given to the consequences of using an inappropriate smoothing constant and the effect of changing the observation interval.
収録刊行物
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- ＪＯＵＲＮＡＬ ＯＦ ＴＨＥ ＪＡＰＡＮ ＳＴＡＴＩＳＴＩＣＡＬ ＳＯＣＩＥＴＹ
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ＪＯＵＲＮＡＬ ＯＦ ＴＨＥ ＪＡＰＡＮ ＳＴＡＴＩＳＴＩＣＡＬ ＳＯＣＩＥＴＹ 38 (1), 41-49, 2008
日本統計学会
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キーワード
詳細情報 詳細情報について
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- CRID
- 1390282680263133056
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- NII論文ID
- 130002113054
- 110006835610
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- NII書誌ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- MRID
- 2458316
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- NDL書誌ID
- 9598455
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可