Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Estimation of the business cycle: A modified Hodrick-Prescott filter

14 references·16 citing·40 second hop

FromToDepth

this work references cited by second hop

References

1977Time Series Analysis: Forecasting and Control19,200 cited
1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
1971Time Series Analysis Forecasting and Control.6,714 cited
1986Theory ahead of business-cycle measurement1,663 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
1993Low frequency filtering and real business cycles757 cited
1995Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series729 cited
1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
1992Forecasting, Structural Time Series and the Kalman Filter259 cited
2003Spurious Regressions in Econometrics255 cited
1993The effect of seasonal adjustment filters on tests for a unit root239 cited
1986Theory Ahead of Business Cycle Measurement239 cited

Cited by

2003Cyclically Adjusted Budget Balances: An Alternative Approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

208 cited

2006Debt Sustainability and Procyclical Fiscal Policies in Latin America87 cited

2020Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter75 cited

2009Globalization, Domestic Inflation and Global Output Gaps: Evidence from the Euro Area*57 cited

2012Can rating agencies look through the cycle?49 cited

2001Time aggregation and the hodrick-prescott filter47 cited

2013Time series modeling and decomposition43 cited

2013Exchange rate pass-through and inflation targeting in Peru41 cited

2002Lithuania: History and Future of the Currency Board Arrangement40 cited

2012Does the banking sector structure matter for credit procyclicality?38 cited

2017Estimating South Africa's Output Gap and Potential Growth Rate35 cited

2003Spanish diffusion indexes35 cited

2011The Exchange Rate Pass-Through in the New EU Member States35 cited

2002Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach34 cited

2013The exchange rate pass-through in the new EU member states32 cited

2021Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective19 cited