The boosted HP filter is more general than you might think (replication data)

DOI

Here we provide the data and code that accompanies "The boosted HP filter is more general than you might think" by Ziwei Mei, Peter C. B. Phillips and Zhentao Shi. Published in Journal of Applied Econometrics, 2024.

Identifier
DOI https://doi.org/10.15456/jae.2024178.1300874680
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:780328
Provenance
Creator Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2024
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics