Gebhard Flaig

Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Pres...

The HP filter is the most popular filter for extracting the unobserved trend and cycle components from a time series. Many researchers consider the smoothing parameter λ = 1600...

DOI:10.15456/jbnst.2015328.140722

Journal of Economics and Statistics

The Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) is a scientific journal published in Germany since 1863, since 2016 by DeGruyter.

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Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Pres...