Research graph
References from The Hodrick–Prescott filter, the Slutzky effect, and the distortionary effect of filters. Local targets link to admitted publications; unresolved targets remain external evidence.
10.3386/w5022
10.3386/w5022 · External reference
Consistent autoregressive spectral estimates
10.1214/aos/1176342709 · 1974 · External reference
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Effects of the Hodrick–Prescott filter on trend and difference stationary time series. Implications for business cycle research
10.1016/0165-1889(93)00781-x · 1995 · External reference
The typical spectral shape of an economic variable
10.2307/1909859 · 1966 · External reference
Unresolved reference
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Unresolved reference
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Detrending, stylized facts, and the business cycle
10.1002/jae.3950080302 · 1993 · External reference
10.2307/2953682
10.2307/2953682 · External reference
Unresolved reference
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Low frequency filtering and real business cycles
10.1016/s0165-1889(06)80010-2 · 1993 · External reference
Unresolved reference
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10.1515/9781400879724
10.1515/9781400879724 · External reference
Unresolved reference
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Trends and random walks in macroeconomic time series
10.1016/0304-3932(82)90012-5 · 1982 · External reference
The role of detrending methods in a model of real business cycles
10.1016/s0164-0704(96)80033-4 · 1996 · External reference
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Unresolved reference
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Theory ahead of business-cycle measurement
10.1016/0167-2231(86)90035-7 · 1986 · External reference
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Econometric issues in the analysis of equilibrium business cycle models
10.1016/0304-3932(88)90036-0 · 1988 · External reference
10.2307/1907241
10.2307/1907241 · External reference
Unresolved reference
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10.7551/mitpress/2946.001.0001
10.7551/mitpress/2946.001.0001 · External reference
