Sparse HP filter: Finding kinks in the COVID-19 contact rate

Summary

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Authors: Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin

Journal title: Journal of Econometrics

Journal publisher: Elsevier BV

Published year: 2021

DOI identifier: 10.1016/j.jeconom.2020.08.008

ISSN: 0304-4076