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The Hodrick-Prescott technique: A smoother versus a filter · Study

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ArticleThe Hodrick-Prescott technique: A smoother versus a filter

Weshah A. Razzak1997

Article1997

The Hodrick-Prescott technique: A smoother versus a filter

Weshah A. Razzak

39 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Statistical and numerical algorithms

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References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1993Detrending, stylized facts and the business cycle 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1993Low frequency filtering and real business cycles 1994Estimating Potential Output as a Latent Variable

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2005Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations 2011Asymmetric Taylor reaction functions of the ECB: An approach depending on the state of the economy 2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China 2004Estimates of the Output Gap in Real Time: How well have we been doing?

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2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Timearticle · 5 shared references 2021Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canadaarticle · 5 shared references 2018A menu on output gap estimation methodsarticle · 5 shared references 1997Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?preprint · 5 shared references 2001Measures of the Output Gap in the Euro-Zone: An Empirical Assessment of Selected Methodsarticle · 5 shared references 2021Do Mechanical Filters Provide a Good Approximation of Business Cycles?preprint · 5 shared references

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Year1997

Typearticle

Published1997-12-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(97)00178-x

openalex_workW1482715040

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