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Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

EconomicsHodrick-prescott FilterFinancial EconomicsMacroeconomicsBusiness Cycle AnalysisManagementBusinessEconomic AnalysisEconometricsBusiness Cycle ResearchEconomic FluctuationMacroeconomic ForecastingBusiness AnalyticsTrend AnalysisFinance