Time aggregation and the hodrick-prescott filter

By Agustín Maravall, A. D. Río. 2001

116 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e8d98857cb591551e83ef72168445c83a1246324

Citations in the corpus

• DO COUNTRIES DEFAULT IN “BAD TIMES”? (2007, unknown): “…with annual data. value of 400, but also verify that our results are robust to using other commonly proposed values such as 6.25 (Ravn and Uhlig 2004; See also Baxter and King 1999 and Maravall and del Rio 2001), and 100 (Backus and Kehoe 1992, Giorno et al. 1995 and European Central Bank 2000).”