Work

Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions

Year: 2025

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-025-02765-6

Author: Kristian Jönsson

Institution: Swedish National Bank

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410807296

FWCI: 1.943

Cites: 34

Cited by: 1

Related to: 10