Hodrick–Prescott filter

Results: 42



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1

Why You Should Never Use the Hodrick-Prescott Filter ∗ James D. Hamilton

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Source URL: econweb.ucsd.edu

- Date: 2016-11-15 14:00:02
    2

    The Econometrics of the Hodrick-Prescott filter Robert M. de Jong∗ Neslihan Sakarya† September 22, 2013

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    Source URL: econ.ohio-state.edu

    Language: English - Date: 2013-09-23 14:31:33
      3Electronic engineering / Signal processing / Digital signal processing / Time series analysis / Hodrick–Prescott filter / Inflation / Phillips curve / Linear filter / Real business cycle theory / Filter theory / Macroeconomics / Economics

      Microsoft Word - TITLE PAGE TEMPLATE.doc

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      Source URL: fbe.unimelb.edu.au

      Language: English - Date: 2013-08-05 02:10:17
      4Monetary policy / Potential output / Inflation / Gross domestic product / Input-output model / Shock / Output gap / Hodrick–Prescott filter / Productivity / Economics / Macroeconomics / National accounts

      DMSDR1S-#[removed]v3-The_South_African_output_gap_edit

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      Source URL: www.imf.org

      Language: English - Date: 2011-08-25 09:22:16
      5Econometrics / Statistics / Gross Domestic Product / Output gap / National accounts / Potential output / Capacity utilization / Inflation / Hodrick–Prescott filter / Macroeconomics / Time series analysis / Economics

      ESTIMATING OUTPUT GAPS Gordon de Brouwer Research Discussion Paper 9809

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      Source URL: www.rba.gov.au

      Language: English - Date: 2010-01-17 19:17:12
      6Seasonal adjustment / Business cycle / Organisation for Economic Co-operation and Development / Seasonality / Hodrick–Prescott filter / Economics / Gross domestic product / Healthy Life Years / Time series analysis / Statistics / Economic indicator

      OECD System of Composite Leading Indicators

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:17:03
      7Hodrick–Prescott filter / Healthy Life Years / Macroeconomics / Time series analysis / Economic indicator

      Upcoming changes to the OECD Composite Leading Indicators to be implemented in the December 2008 MEI Background The OECD system of composite leading indicators (CLIs), developed in the 1970s, has been the subject of a re

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:14
      8Chemistry / Macroeconomics / Signal processing / Filter theory / Hodrick–Prescott filter / Real business cycle theory / Filter / Moving average / Frequency / Time series analysis / Electronic engineering / Statistics

      CYCLE EXTRACTION A comparison of the Phase-Average Trend method, the Hodrick-Prescott and Christiano-Fitzgerald filters Ronny Nilsson and Gyorgy Gyomai OECD

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:07
      9Seasonal adjustment / Business cycle / Organisation for Economic Co-operation and Development / Seasonality / Hodrick–Prescott filter / Economics / Gross domestic product / Healthy Life Years / Time series analysis / Statistics / Economic indicator

      OECD System of Composite Leading Indicators

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      Source URL: oecd.org

      Language: English - Date: 2014-07-21 01:18:13
      10Output gap / Hodrick–Prescott filter / Gross domestic product / Inflation / Economic growth / Productivity / Output / Light-emitting diode / Macroeconomics / Economics / Potential output

      GENERAL DISTRIBUTION OCDE/GD(95)1 ECONOMICS DEPARTMENT WORKING PAPERS

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      Source URL: www.oecd.org

      Language: English - Date: 2014-07-21 04:29:03
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