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Business Cycles, Trend Elimination, and the HP Filter · Study

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PreprintBusiness Cycles, Trend Elimination, and the HP Filter

Peter C.B. Phillips2015

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Preprintgreen2015

Business Cycles, Trend Elimination, and the HP Filter

Peter C.B. Phillips · Sainan Jin

50 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Statistical and numerical algorithms

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References

1988Testing for a Unit Root in Time Series Regression 1997Postwar U.S. Business Cycles: An Empirical Investigation 1987Time Series Regression with a Unit Root 1985Indivisible labor and the business cycle 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations 2007Transition Modeling and Econometric Convergence Tests 1999Linear Regression Limit Theory for Nonstationary Panel Data 1999Forecasting inflation

Cited by

2017Capital controls as shock absorbers 2019Financial cycles: Characterisation and real-time measurement 2017Estimating South Africa's Output Gap and Potential Growth Rate 2018Global credit supply shocks and exchange rate regimes 2020A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION

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2020BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTERarticle · 14 shared references 2017Why You Should Never Use the Hodrick-Prescott Filterreport · 5 shared references 2003On Adjusting the Hp-Filter for the Frequency of Observationspreprint · 5 shared references 2020BOOSTING: WHY YOU CAN USE THE HP FILTERarticle · 5 shared references 2003Fiscal policy and political business cycles in the EUarticle · 5 shared references 2003Height cycles in the 18th and 19th centuriesarticle · 5 shared references

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.2622477

openalex_workW2128679752

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