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Measuring Business Cycles in Economic Time Series [2001]

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