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Summary
This statistical working paper compares trend and cycle estimates from the Hodrick-Prescott, Christiano-Fitzgerald, and Harvey-Trimbur filters for selected euro area indicators. Each method appears to have specific strengths and limitations in terms of smoothing estimates over the full sample or duration of the cycle growth.
Additional information
- Product code: KS-01-24-005
- ISBN 978-92-68-20955-4
- ISSN 2315-0807
- doi: 10.2785/4736024
- Themes: General and regional statistics
- Collection: Statistical working papers
| Zařazeno | st 09.10.2024 11:10:00 |
|---|---|
| Zdroj | Eurostat - METWP |
| Originál | ec.europa.eu/eurostat/product?code=ks-01-24-005 |
| lang | en |
| Autor | Eurostat |
