/
Determining the smoothness parameter in the HP filter Determining the smoothness parameter in the HP filter

Determining the smoothness parameter in the HP filter - PowerPoint Presentation

danika-pritchard
danika-pritchard . @danika-pritchard
Follow
396 views
Uploaded On 2016-05-20

Determining the smoothness parameter in the HP filter - PPT Presentation

Nikhil Vellodi Bank of Papua New Guinea PFTAC Workshop Apia Samoa 15 th 23 rd November 2011 Improving Analytical Tools for Better Understanding What is the HP filter and what is it used for ID: 327937

trend lambda cyclical component lambda trend component cyclical data series filter cycle volatility term growth output country relative ravn

Share:

Link:

Embed:

Download Presentation from below link

Download Presentation The PPT/PDF document "Determining the smoothness parameter in ..." is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.


Presentation Transcript