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Measuring Business Cycles in Economic Time Series - Lecture Notes in Statistics Regina Kaiser Softcover reprint of the original 1st ed. 2001 edition
Measuring Business Cycles in Economic Time Series - Lecture Notes in Statistics
Regina Kaiser
This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components.
190 pages, 1 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 17, 2000 |
| ISBN13 | 9780387951126 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 190 |
| Dimensions | 155 × 235 × 10 mm · 290 g |
| Language | English |