References
- Cogley , T. and Nason , J. M. 1995 . Effects of the HP filter on trend and difference stationary time series: implications for business cycle research . Journal of Economic Dynamics and Control , 19 : 253 – 278 .
- Harvey , A. C. 1989 . Forecasting Structural Time Series Models and the Kalman Filter , New York : Cambridge University Press .
- Harvey , A. C. and Jaeger , A. 1993 . Detrending, stylized facts and the business cycle . Journal of Applied Econometrics , 8 : 231 – 247 .
- King , R. G. and Rebelo , S. T. 1993 . Low frequency filtering and real business cycles . Journal of Economic Dynamics and Control , 17 : 207 – 231 .
- Ljung , G. M. and Box , G. E. P. 1978 . On a measure of lack of fit in time series models . Biometrika , 65 : 297 – 303 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})