Estimation of the business cycle: A modified Hodrick-Prescott filter

Time Series Analysis: Forecasting and Control

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Computing, Data Science, Forecasting +11

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Social Sciences, Business Economics, Economics +17

Time Series Analysis Forecasting and Control.

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Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

Social Sciences, Economics, Econometrics +7

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Computing, Mathematics, Forecasting +13