2026-10-14T04:21:27Z https://board.unimib.it/oai

oai:board.unimib.it/7vdczstjd4.1 2025-03-25T11:05:44Z

Maranzano, Paolo Hodrick-Prescott filter with jumps (Maranzano & Pelagatti, 2025) Bicocca Open Archive Research Data We provide data and code to replicate the results presented in "A Hodrick-Prescott Filter with automatically selected breaks" (Maranzano & Pelagatti, 2025). The subfolders allow replicating the following: 1. Simulation experiments discussed in Section 3 "Simulations"; 2. Application results discussed in Section 4 "Assessing structural breaks in the Italian labour market"; 3. Simulation experiments discussed in Section 5 "A comparison with other business cycle extraction methods". For each subfolder a readme file is provided. It contains information about the reproduction steps. Kalman Filtering Smoothing Algorithm Monte Carlo Simulation Time Series Labor Market Pelagatti, Matteo Dataset doi:10.17632/7vdczstjd4.1 oai:board.unimib.it/7vdczstjd4.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://board.unimib.it/datasets/7vdczstjd4 2025-03-25T11:05:44Z