Frieder Mokinski

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

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Scholarly Papers (1)

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Citation 4

On Adjusting the One-Sided Hodrick-Prescott Filter

Number of pages: 19 Posted: 27 Mar 2020
Elias Wolf, Frieder Mokinski and Yves Stephan Schüler
Free University of Berlin (FUB), Deutsche Bundesbank and Deutsche Bundesbank
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Citation 5

Abstract:

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Real-time analysis, detrending, business cycles, financial cycles