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On Adjusting the Hp-Filter for the Frequency of Observations
16 references·16 citing·40 second hopsampled
On Adjusting the Hp-Filter for the Frequency of Observations (2003)On Adjusting the Hp-Filter for the Freque…The Inflation Tax in a Real Business Cycle Model (1998)The Inflation Tax in a Real B…Detrending and business cycle facts (1998)Detrending and business cycle…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Real-Business-Cycle Models and the Forecastable Movements in Output, Hours, and Consumption (1996)Real-Business-Cycle Models an…Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (1995)Effects of the Hodrick-Presco…Stylized facts of business cycles in the G7 from a real business cycles perspective (1994)Stylized facts of business cy…Methodological and empirical issues in real business cycle theory (1993)Methodological and empirical …Low frequency filtering and real business cycles (1993)Low frequency filtering and r…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)BUSINESS CYCLE ASYMMETRY: A D…International Evidence on the Historical Properties of Business Cycles (1991)International Evidence on the…Business Cycles: Real Facts and a Monetary Myth (1990)Business Cycles: Real Facts a…Indivisible labor and the business cycle (1985)Indivisible labor and the bus…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Asset Accumulation and Economic Activity (1982)Asset Accumulation and Econom…Understanding business cycles (1977)Understanding business cyclesInvestment Adjustment Costs: An Empirical Assessment (2010)Investment Adjustment Costs: …Globalization and business cycle transmission (2009)Globalization and business cy…Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators (2009)Business cycles in the euro a…Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate (2009)Bond Risk Premia, Macroeconom…Regional business cycle synchronization in Europe? 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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1977Understanding business cycles1,460 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1998Detrending and business cycle facts922 cited
  • 1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research869 cited
  • 1998The Inflation Tax in a Real Business Cycle Model833 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited
  • 1990Business Cycles: Real Facts and a Monetary Myth812 cited
  • 1993Low frequency filtering and real business cycles757 cited
  • 1993BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK580 cited
  • 1982Asset Accumulation and Economic Activity327 cited
  • 1994Stylized facts of business cycles in the G7 from a real business cycles perspective293 cited
  • 1996Real-Business-Cycle Models and the Forecastable Movements in Output, Hours, and Consumption216 cited

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1993
Methodological and empirical issues in real business cycle theory
134 cited

Cited by

  • 2002Investment-Specific Technical Change in the United States (1947–2000): Measurement and Macroeconomic Consequences396 cited
  • 2003Cyclically Adjusted Budget Balances: An Alternative Approach208 cited
  • 2007Job Flow Dynamics and Firing Restrictions: Evidence from Europe154 cited
  • 2009Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate125 cited
  • 2008Regional business cycle synchronization in Europe?123 cited
  • 2003Fiscal policy and political business cycles in the EU92 cited
  • 2003Economic Integration and Regional Business Cycles: Evidence from the Iberian Regions*86 cited
  • 2010Investment Adjustment Costs: An Empirical Assessment85 cited
  • 2003Price Dynamics in Central and Eastern European EU Accession Countries76 cited
  • 2006Time-Varying Risk Premia and the Output Gap66 cited
  • 2003A Tale of Two Cycles: Co‐Fluctuations Between UK Regions and the Euro Zone54 cited
  • 2009Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators43 cited
  • 2009Globalization and business cycle transmission42 cited
  • 2000Should We Be Afraid of Friedman's Rule?41 cited
  • 2002On detrending and cyclical asymmetry40 cited
  • 2007Investigating the Balassa-Samuelson Hypothesis in Transition: Do We Understand What We See?37 cited