Postwar U.S. Business Cycles: An Empirical Investigation

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Postwar U.S. Business Cycles: An Empirical Investigation

Author Info

Hodrick, Robert J
Prescott, Edward C

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Abstract

The authors propose a procedure for representing a time series of a smoothly varying trend component and a cyclical component. They document the nature of the comovements of the cyclical components of a variety of macroeconomic time series. The authors find that comovements are very different than the corresponding comovements of the slowly varying trend components. Copyright 1997 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 29 (1997)
Issue (Month): 1 (February)
Pages: 1-16
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Handle: RePEc:mcb:jmoncb:v:29:y:1997:i:1:p:1-16

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879

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Other versions of this item:

Paper
- Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
Software
- Kurt Annen, 2006. "HP-Filter Excel Add-In," QM&RBC Codes 165, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Christian Zimmermann, 2005. "HP-Filter code (Perl)," QM&RBC Codes 98, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Kurt Annen, 2004. "HP-filter for Java," QM&RBC Codes 168, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Morten Ravn, . "GAUSS program for Hodrick-Prescott filter," QM&RBC Codes 101, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Edward C. Prescott, 1982. "FORTRAN code for the Hodrick-Prescott filter," QM&RBC Codes 3, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Kurt Annen, 2006. "HP-Filter DLL executable," QM&RBC Codes 167, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Christian Zimmermann, 2005. "HP-Filter (web interface)," QM&RBC Codes 97, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Morten Ravn, . "Alternate GAUSS program for the Hodrick-Prescott Filter," QM&RBC Codes 102, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Kurt Annen, 2004. "Matlab functions for HP-filter," QM&RBC Codes 166, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Ivailo Izvorski, . "MATLAB code for the Hodrick-Prescott filter," QM&RBC Codes 1, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
- Ken Matheny & Simon van Norden & Robert Vigfusson, 1989. "GAUSS code for the Hodrick-Prescott filter," QM&RBC Codes 2, Quantitative Macroeconomics & Real Business Cycles, revised Apr 1995. [Downloadable!]

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