Title

Real-Time vs. Full-Sample Performance of One-Sided and Two-Sided HP Filters. An Application to 27 EU Member States' GDP Data

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2020

Issue

No 3

Authors

Ganev, Kaloyan

Keywords

One-sided and two-sided Hodrick-Prescott filters ; endpoint bias

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

251-272

Publisher

Oddział PAN w Łodzi

Date

2020.09.11

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2020.134748 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2020; No 3; 251-272