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The Hodrick-Prescott filter, the Slutzky effect, and the distortionary effect of filters

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Pedersen, Torben Mark
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 25 (2001)
Issue (Month): 8 (August)
Pages: 1081-1101
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Handle: RePEc:eee:dyncon:v:25:y:2001:i:8:p:1081-1101

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  1. Linda S. Goldberg, 2004. "Industry-specific exchange rates for the United States," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 1-16. [Downloadable!]
  2. Cuadrado-Roura, Juan R. & Mancha-Navarro, Tomás & Garrido-Yserte, Rubén, 2002. "European integration and regional business cycles - a test for the Spanish case," ERSA conference papers ersa02p367, European Regional Science Association. [Downloadable!]
  3. Hans-Eggert Reimers, 2003. "Does Money Include Information for Output in the Euro Area?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(II), pages 231-252, June. [Downloadable!]
  4. Karen Crabb? & Michel Beine, 2009. "Trade, Institutions and Export Specialization," LICOS Discussion Papers 23409, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
  5. Luca Benati, . "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England. [Downloadable!]
  6. Harm Bandholz & Michael Funke, 2001. "In Search of Leading Indicators of Economic Activity in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  7. James Mitchell & Michael Massmann, 2004. "Reconsidering the evidence: are Eurozone business cycles converging?," Money Macro and Finance (MMF) Research Group Conference 2003 67, Money Macro and Finance Research Group. [Downloadable!]
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