Add to ORKGThe purpose of this paper is to discuss the filter from an empirical point of view trying to clarify what it can and cannot do and suggest some guidelines for evaluation
El filtro de Hodrick-Prescott aplicado a series desestacionalizadas se ha convertido en un paradigma...
Much work in macroeconomics relies on detrending a time series prior to analysis. A popular method o...
In this paper the filter of Hodrick and Prescott, the band-pass filter of Baxter and King, "the...
The purpose of this paper is to discuss the filter from an empirical point of view trying to clarify...
This paper studies how the Hodrick-Prescott filter should be adjusted when changing the frequency of...
An electronic version of the paper may be downloaded • from the SSRN website: www.SSRN.com • ...
We derive the exact expression for the weights of the Hodrick-Prescott (HP) filter in finite sample ...
This paper introduces a new filter, called least-squares (LS) filter, as an alternative to the widel...
The Hodrick-Prescott (HP) filter is a commonly used tool in macroeconomics used to extract a trend c...
Includes bibliographical references. Also available via the InternetAvailable from British Library D...
This paper modifies the standard Hodrick Prescot Filter in order to reduce the problem of misleading...
Abstract The Hodrick-Prescott filter is often applied to economic series as part of the study of bus...
The Hodrick-Prescott (HP) filter is a commonly used method, particularly in potential output studies...
This note gives a statistical description of the Hodrick-Prescott Filter (1997), originally proposed...
The univariate Hodrick-Prescott filter depends on the noise-to-signal ratio that acts as a smooth-in...
El filtro de Hodrick-Prescott aplicado a series desestacionalizadas se ha convertido en un paradigma...
Much work in macroeconomics relies on detrending a time series prior to analysis. A popular method o...
In this paper the filter of Hodrick and Prescott, the band-pass filter of Baxter and King, "the...
The purpose of this paper is to discuss the filter from an empirical point of view trying to clarify...
This paper studies how the Hodrick-Prescott filter should be adjusted when changing the frequency of...
An electronic version of the paper may be downloaded • from the SSRN website: www.SSRN.com • ...
We derive the exact expression for the weights of the Hodrick-Prescott (HP) filter in finite sample ...
This paper introduces a new filter, called least-squares (LS) filter, as an alternative to the widel...
The Hodrick-Prescott (HP) filter is a commonly used tool in macroeconomics used to extract a trend c...
Includes bibliographical references. Also available via the InternetAvailable from British Library D...
This paper modifies the standard Hodrick Prescot Filter in order to reduce the problem of misleading...
Abstract The Hodrick-Prescott filter is often applied to economic series as part of the study of bus...
The Hodrick-Prescott (HP) filter is a commonly used method, particularly in potential output studies...
This note gives a statistical description of the Hodrick-Prescott Filter (1997), originally proposed...
The univariate Hodrick-Prescott filter depends on the noise-to-signal ratio that acts as a smooth-in...
El filtro de Hodrick-Prescott aplicado a series desestacionalizadas se ha convertido en un paradigma...
Much work in macroeconomics relies on detrending a time series prior to analysis. A popular method o...
In this paper the filter of Hodrick and Prescott, the band-pass filter of Baxter and King, "the...