Does Hamilton's OLS Regression Provide a "better alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

Hall, Vivian; Thomson, Peter

doi:10.25455/wgtn.19440665

Hall-Thomson JBCR 2021.pdf (4.36 MB)

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Does Hamilton's OLS Regression Provide a "better alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

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posted on 2022-03-28, 21:55 authored by Vivian HallVivian Hall, Peter Thomson

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Hall, V. & Thomson, P. (2021). Does Hamilton's OLS Regression Provide a "better alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective. Journal of Business Cycle Research. https://doi.org/10.1007/s41549-021-00059-1

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https://doi.org/10.1007/s41549-021-00059-1

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Journal of Business Cycle Research

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2021-11-02

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Springer Nature

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2509-7962

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Does Hamilton's OLS Regression Provide a "better alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

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Does Hamilton's OLS Regression Provide a "better alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

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