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Matthias F. Mohr

Researcher at European Central Bank

Publications -  3
Citations -  77

Matthias F. Mohr is an academic researcher from European Central Bank. The author has contributed to research in topics: Price level & Monetary policy. The author has an hindex of 3, co-authored 3 publications receiving 73 citations.

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The Missing Cycle in the HP Filter and the Measurement of Cyclically-Adjusted Budget Balances

TL;DR: This paper proposed an extension of the HP model by including a stochastic cycle component in the underlying model of the model, and the derived trend and cyclical components are more consistent with the underlying HP model.