A Heuristic Method for Extracting Smooth Trends from Economic Time Series
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- Julio Rotemberg, 1999. "Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components," QM&RBC Codes 75, Quantitative Macroeconomics & Real Business Cycles.
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More about this item
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-1999-12-21 (Dynamic General Equilibrium)
- NEP-ECM-1999-12-21 (Econometrics)
- NEP-ETS-1999-12-21 (Econometric Time Series)
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