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      <record key="001" att1="001" value="LIB900237107" att2="LIB900237107">001   LIB900237107</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Forschungsbericht</field>
      <field key="076" subkey="">Ökonomie(Formalwissenschaft)</field>
      <field key="079" subkey="y">http://www.ihs.ac.at/publications/ihsfo/fo283.pdf</field>
      <field key="079" subkey="z">harvey, andrew c. - et al., detrending, stylized facts and the business cycle (pdf)</field>
      <field key="100" subkey="">harvey, andrew c.</field>
      <field key="103" subkey="">department of statistics, london school of economics, london, uk</field>
      <field key="104" subkey="a">jaeger, albert</field>
      <field key="331" subkey="">detrending, stylized facts and the business cycle</field>
      <field key="403" subkey="">1. ed.</field>
      <field key="410" subkey="">wien</field>
      <field key="412" subkey="">institut fuer hoehere studien</field>
      <field key="425" subkey="">1991, june</field>
      <field key="433" subkey="">14 pp., figures</field>
      <field key="451" subkey="">institut fuer hoehere studien; forschungsberichte; 283</field>
      <field key="461" subkey="">research memorandum</field>
      <field key="544" subkey="">IHSFO 283</field>
      <field key="753" subkey="">abstract: the stylized facts of macroeconomic time series can be presented by fitting structural time series models. within this</field>
      <field key="fra" subkey="m">ework, we analyze the consequences of the widely used detrending technique popularized by hodrick and prescott (1980). it is</field>
      <field key="sho" subkey="w">n that mechanical detrending based on the hodrick-prescott filter can lead investigators to report spurious cyclical</field>
      <field key="beh" subkey="a">viour, and this point is illustrated with empirical examples. structural time series models also allow investigatorsto deal</field>
      <field key="exp" subkey="l">icitly with seasonal and irregular movements which may distort estimated cyclical components. finally, the structural</field>
      <field key="fra" subkey="m">ework provides a basis for exposing the limitations of arima methodology and models based on a deterministic trend with a</field>
      <field key="sin" subkey="g">le break.;</field>
    </SEQUENTIAL>
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