Filtering economic time series: On the cyclical properties of Hamilton's regression filter and the Hodrick-Prescott filter-Reference-Cited by-同舟云学术

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Filtering economic time series: On the cyclical properties of Hamilton's regression filter and the Hodrick-Prescott filter

Published:2024-10 Issue: Volume:54 Page:101237
ISSN:1094-2025
Container-title:Review of Economic Dynamics
language:en
Short-container-title:Review of Economic Dynamics

Author:

Schüler Yves S.

Publisher

Elsevier BV

Reference41 articles.

1. Curbing the credit cycle;Aikman;Econ. J.,2015

2. Bayesian analysis of DSGE models;An;Econom. Rev.,2007

3. Measuring business cycles: approximate band-pass filters for economic time series;Baxter;Rev. Econ. Stat.,1999

4. Putting the cycle back into business cycle analysis;Beaudry;Am. Econ. Rev.,2020

5. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’;Beveridge;J. Monet. Econ.,1981

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