Peter Thomson

School of Economics and Finance, Victoria University of Wellington and Statistics Research Associates, Wellington

New Zealand

SCHOLARLY PAPERS

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2

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Scholarly Papers (1)

1.

Does Hamilton’s OLS Regression Provide a “Better Alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective

CAMA Working Paper No. 71/2020
Number of pages: 38 Posted: 21 Jul 2020
Viv B. Hall and Peter Thomson
affiliation not provided to SSRN and School of Economics and Finance, Victoria University of Wellington and Statistics Research Associates, Wellington
Downloads 40 (538,547)
Citation 2

Abstract:

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Hamilton regression filter, stylised business cycle facts, New Zealand, end-point issues