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Boosting: Why You Can Use the HP Filter

Citations

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Cited by:

  1. Ye Lu & Adrian Pagan, 2023. "To Boost or Not to Boost? That is the Question," CAMA Working Papers 2023-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
  3. Tamás Sebestyén & Zita Iloskics, 2020. "Do economic shocks spread randomly?: A topological study of the global contagion network," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-22, September.
  4. Marek A. Dąbrowski & Dimas Mukhlas Widiantoro, 2023. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003–2020: Evidence from the structural VAR models," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 703-731, December.
  5. Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 9473, Victoria University of Wellington, School of Economics and Finance.
  6. Viv B Hall & Peter Thomson, 2020. "Does Hamilton’s OLS regression provide a “better alternative†to the Hodrick-Prescott filter? A New Zealand business cycle perspective," CAMA Working Papers 2020-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Viv B. Hall & Peter Thomson, 2021. "Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 151-183, November.
  8. Mateusz Tomal, 2022. "Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals," Empirical Economics, Springer, vol. 62(4), pages 2023-2055, April.
  9. Andrian, Leandro Gaston & Valencia, Oscar & Hirs, Jorge & Urrea Rios, Ivan Leonardo, 2022. "Fiscal Rules and Economic Cycles: Quality (Always) Matters," IDB Publications (Working Papers) 12639, Inter-American Development Bank.
  10. Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
  11. Carlos D. Ramirez, 2024. "The effect of economic policy uncertainty under fractional integration," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(1), pages 89-110, January.
  12. Zhang, Zuomin & Dai, Ling, 2023. "The bank loan distribution effect of government spending expansion: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
  13. Amor, Thouraya Hadj & Nouira, Ridha & Rault, Christophe & Sova, Anamaria Diana, 2023. "Real exchange rate misalignments and economic growth in Tunisia: New evidence from a threshold analysis of asymmetric adjustments," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 215-227.
  14. Wei Lin & Zhentao Shi & Yishu Wang & Ting Hin Yan, 2023. "Unfolding Beijing in a Hedonic Way," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 317-340, January.
  15. Jacobo, Juan, 2022. "A multi time-scale theory of economic growth and cycles," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 143-155.
  16. Viv B. Hall & Peter Thomson, 2022. "A boosted HP filter for business cycle analysis:evidence from New Zealand's small open economy," CAMA Working Papers 2022-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Baffes, John & Kabundi, Alain, 2023. "Commodity price shocks: Order within chaos?," Resources Policy, Elsevier, vol. 83(C).
  18. Kazeem O. Isah & Abdulkader C. Mahomedy & Elias A. Udeaja & Ojo J. Adelakun & Yusuf Yakubu & Danmecca Musa, 2022. "Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 329-348, September.
  19. Neslihan Sakarya & Robert M. de Jong, 2022. "The spectral analysis of the Hodrick–Prescott filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 479-489, May.
  20. Canhong Wen & Xueqin Wang & Aijun Zhang, 2023. "ℓ 0 Trend Filtering," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1491-1510, November.
  21. Lynda Sanderson, 2024. "Born in bad times: Economic conditions, selection and employment," Working Papers 2024/01, New Zealand Productivity Commission.
  22. Marek A. Dąbrowski & Dimas Mukhlas Widiantoro, 2023. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003–2020: Evidence from the structural VAR models," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 703-731, December.
  23. Hiroshi Yamada, 2023. "Quantile regression version of Hodrick–Prescott filter," Empirical Economics, Springer, vol. 64(4), pages 1631-1645, April.
  24. Melina Dritsaki & Chaido Dritsaki, 2022. "Comparison of HP Filter and the Hamilton’s Regression," Mathematics, MDPI, vol. 10(8), pages 1-18, April.
  25. Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
  26. Dmitrij Celov & Mariarosaria Comunale, 2022. "Business Cycles in the EU: A Comprehensive Comparison Across Methods," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 99-146, Emerald Group Publishing Limited.
  27. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.
  28. Kady Keita & Camelia Turcu, 2023. "Promoting Counter-Cyclical Fiscal Policy: Fiscal Rules Versus Institutions," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(4), pages 736-781, December.
  29. Hiroshi Yamada & Ruoyi Bao, 2022. "$$\ell _{1}$$ ℓ 1 Common Trend Filtering," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1005-1025, March.
  30. Giuliano Queiroz Ferreira & Leonardo Bornacki Mattos, 2022. "Regime-dependent price puzzle in the Brazilian economy: evidence from VAR and FAVAR approaches," SN Business & Economics, Springer, vol. 2(9), pages 1-28, September.
  31. Raj Rajesh & Deba Prasad Rath, 2023. "House price convergence: evidence from India," Asia-Pacific Journal of Regional Science, Springer, vol. 7(3), pages 721-747, September.
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