Comparison of Dettrending Methods
This thesis examines the difference between the extracted cyclical components of some macroeconomic time series using four popular detrending methods HP, BK, CF and FOD. We use different approaches to compare their differences. A standard examination of the cyclical component is applied. We also tak...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Statistiska institutionen
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175493 |