Comparison of HP Filter and the Hamilton’s Regression
In this paper we examine if the use of Hamilton’s regression filter significantly modifies the cyclical components concerning unemployment in Greece compared with those using the Hodrick–Prescott double filter (HP). Hamilton suggested the use of a regression filter in order to overcome some of the d...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/8/1237 |