CAMA WP 45_2022_Hall_Thomson.pdf (538.97 kB)

A Boosted Hp Filter for Business Cycle Analysis: Evidence from New Zealand's Small Open Economy.

journal contribution

posted on 2023-08-30, 05:15 authored by Vivian HallVivian Hall, Peter Thomson

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Preferred citation

Hall, V. & Thomson, P. (2022). A Boosted Hp Filter for Business Cycle Analysis: Evidence from New Zealand's Small Open Economy.

Publication date

2022-08-01

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Keywords

Boosting; Hodrick-Prescott filter; business cycles; transfer function sharpness; New Zealand

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CC BY-NC-ND 4.0

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