Multivariate trend-cycle extraction with the Hodrick-Prescott filter (bibtex)
by ,
Reference:
Multivariate trend-cycle extraction with the Hodrick-Prescott filter (Federico Poloni, Giacomo Sbrana), In Macroeconomic Dynamics, 2016. (To appear in print)
Bibtex Entry:
@article{PolS16b,
Author = {Poloni, Federico and Sbrana, Giacomo},
Title = {Multivariate trend-cycle extraction with the {H}odrick-{P}rescott filter},
Year = {2016},
doi = {10.1017/S1365100515000887},
url = {http://dx.doi.org/10.1017/S1365100515000887},
  pdf = {files2/PolS15hp_arxiv.pdf},
  note = {To appear in print},
  Journal = {Macroeconomic Dynamics},
}
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