The Holt-Winters Filter and the One-Sided Hp Filter: A Close Correspondence-Reference-Cited by-同舟云学术

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The Holt-Winters Filter and the One-Sided Hp Filter: A Close Correspondence

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Alfaro Rodrigo,Drehmann Mathias

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference6 articles.

1. Guidance for National Authorities Operating the Countercyclical Capital Buffer;Basel Committee on Banking Supervision,2010

2. Assessing the Risk of Banking Crises;C Borio;BIS Quarterly Review,2002

3. Postwar U.S. Business Cycles: An Empirical Investigation;R J Hodrick;Carnegie Mellon University Discussion Paper,1980

4. Postwar U.S. Business Cycles: An Empirical Investigation;R J Hodrick;Journal of Money, Credit and Banking,1997

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonlinear impact of the conventional monetary policy: A cross-country evidence;Latin American Journal of Central Banking;2024-05

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