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A complete model - based interpretation of the Hodrick - Prescott filter spuriousness reconsidered Regina Kaiser and Agustín Maravall

By: Kaiser, Regina.
Contributor(s): Maravall Herrero, Agustín.
Material type: TextTextSeries: Banco de España. Documentos de Trabajonº0208.Publisher: Madrid Banco de España 2002Description: 35 p. gráf. 26 cm.ISBN: 8477937923.Subject(s): MODELOS ECONOMETRICOS | MODELO ARIMA
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