On adjusting the HP-filter for the frequency of observations

M. Ravn, H.F.H.V.S. Uhlig

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	371-376
Number of pages	5
Journal	Review of Economics and Statistics
Volume	84
Issue number	2
Publication status	Published - 2002

Cite this

@article{95dfa9a0e1914102a6f0caf6e320cb36,

title = "On adjusting the HP-filter for the frequency of observations",

author = "M. Ravn and H.F.H.V.S. Uhlig",

note = "DP9750 Pagination: 5",

year = "2002",

language = "English",

volume = "84",

pages = "371--376",

journal = "Review of Economics and Statistics",

issn = "0034-6535",

publisher = "MIT Press Journals",

number = "2",

}