Consequences of Hodrick–Prescott filtering for parameter estimation in a structural model of inventory behaviour
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036840500427254
Reference24 articles.
1. What Inventory Behavior Tells Us About Business Cycles
2. The Production and Inventory Behavior of the American Automobile Industry
3. Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
4. Doorn, DJ. 2003. “Trend breaks in finished goods inventories and sales of non-durables”. North Carolina State University. Unpublished Manuscript
5. Distortionary effects of the optimal Hodrick–Prescott filter
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