why we should use high values for the smoothing parameter of the hodrick-prescott filter (replication data)

Flaig, G. (2016). Seasonal and Cyclical Properties of Ifo Business Test Variables / Saisonale und zyklische Eigenschaften von ifo Konjunkturtest Variablen. Jahrbücher für Nationalökonomie und Statistik, 223(5). doi: 10.1515/jbnst-2003-0504

Data and Resources

Suggested Citation

Flaig, Gebhard (2015): Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter (replication data). Version: 1. Journal of Economics and Statistics. Dataset. http://dx.doi.org/10.15456/jbnst.2015328.140722