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Measuring Business Cycles in Economic Time Series [2001]
- 1
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Introduction and Brief Summary
- 5
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A Brief Review of Applied Time Series Analysis
- 31
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ARIMA Models and Signal Extraction
- 69
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Detrending and the Hodrick-Prescott Filter
- 87
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Some Basic Limitations of the Hodrick-Prescott Filter
- 117
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Improving the Hodrick-Prescott Filter
- 135
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Hodrick-Prescott Filtering Within a Model-Based Approach