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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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Preferred citation

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

Journal title

Journal of Business Cycle Research

Publication date

2021-11-02

Publisher

Springer Nature

Publication status

Published

Contribution type

Article

ISSN

2509-7962

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