Peter Thomson

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

New Zealand

Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance

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

SCHOLARLY PAPERS

2

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82

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (2)

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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 60 (605,236)
Citation 5

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

2.

A Boosted Hp Filter for Business Cycle Analysis: Evidence from New Zealand's Small Open Economy.

Number of pages: 43 Posted: 09 Mar 2023
Viv Hall and Peter Thomson
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance and School of Economics and Finance, Victoria University of Wellington and Statistics Research Associates, Wellington
Downloads 22 (863,352)

Abstract:

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Boosting; Hodrick-Prescott filter; business cycles; transfer function sharpness; New Zealand