P. M, M. P (2024). “A Hodrick-Prescott filter with automatically selected jumps.” FEEM Working Paper, 18(2024), 1–48. doi:10.2139/ssrn.4896170.
Corresponding BibTeX entry:
@Article{,
title = {A Hodrick-Prescott filter with automatically selected
jumps},
author = {Maranzano P. and Pelagatti M.},
journal = {FEEM Working Paper},
year = {2024},
volume = {18},
number = {2024},
pages = {1--48},
doi = {10.2139/ssrn.4896170},
}
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