Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness
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Springer Science and Business Media LLC
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https://link.springer.com/content/pdf/10.1007/s41549-024-00093-9.pdf
Reference25 articles.
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1. Boosting the HP filter for trending time series with long-range dependence;Econometric Reviews;2024-09
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