A Note on Band-Pass Filters Based on the Hodrick-Prescott Filter and the OECD System of Composite Leading Indicators

By H. Yamada. 2012

63 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ec7f3fa285ba5cd94ae9f00d1e17d0a6d558ec88

Citations in the corpus

• Modeling fluctuations in the global demand for commodities (2018, unknown): “The underlying reference series traditionally has been OECD+6 industrial production (see Gyomai and Guidetti 2012).”