Postwar U.S. Business Cycles: An Empirical Investigation
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.Download Info
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Bibliographic 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
Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0022-2879
Related research
Keywords:Other versions of this item:
- Kurt Annen, 2006. "HP-Filter Excel Add-In," QM&RBC Codes 165, Quantitative Macroeconomics & Real Business Cycles.
- Christian Zimmermann, 2005. "HP-Filter code (Perl)," QM&RBC Codes 98, Quantitative Macroeconomics & Real Business Cycles.
- Kurt Annen, 2004. "HP-filter for Java," QM&RBC Codes 168, Quantitative Macroeconomics & Real Business Cycles.
- Edward C. Prescott, 1982. "FORTRAN code for the Hodrick-Prescott filter," QM&RBC Codes 3, Quantitative Macroeconomics & Real Business Cycles.
- Morten Ravn, . "GAUSS program for Hodrick-Prescott filter," QM&RBC Codes 101, Quantitative Macroeconomics & Real Business Cycles.
- 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.
- Kurt Annen, 2006. "HP-Filter DLL executable," QM&RBC Codes 167, Quantitative Macroeconomics & Real Business Cycles.
- Morten Ravn, . "Alternate GAUSS program for the Hodrick-Prescott Filter," QM&RBC Codes 102, Quantitative Macroeconomics & Real Business Cycles.
- Christian Zimmermann, 2005. "HP-Filter (web interface)," QM&RBC Codes 97, Quantitative Macroeconomics & Real Business Cycles.
- Kurt Annen, 2004. "Matlab functions for HP-filter," QM&RBC Codes 166, Quantitative Macroeconomics & Real Business Cycles.
- Ivailo Izvorski, . "MATLAB code for the Hodrick-Prescott filter," QM&RBC Codes 1, Quantitative Macroeconomics & Real Business Cycles.
- 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.
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As found by EconAcademics.org, the blog aggregator for Economics research:- De-Trending
by The Arthurian in The New Arthurian Economics on 2013-04-07 08:00:00
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography for Economics:- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium
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Lists
This item is featured on the following reading lists or Wikipedia pages:- Hodrick–Prescott filter in Wikipedia (English)
- List of examples of Stigler's law in Wikipedia (English)
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
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