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Business Cycles, Trend Elimination, and the HP Filter

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References

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1999Forecasting inflation1,273 cited
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1973A Distributed Lag Estimator Derived from Smoothness Priors298 cited
2013Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour162 cited
1995Moving Average Detrending and the Analysis of Business Cycles†73 cited

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Cited by

2017Capital controls as shock absorbers81 cited
2019Financial cycles: Characterisation and real-time measurement61 cited
2017Estimating South Africa's Output Gap and Potential Growth Rate35 cited
2018Global credit supply shocks and exchange rate regimes35 cited
2020A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION19 cited