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The Hodrick-Prescott Filter, a Generalisation, and a New Procedure for Extracting an Empirical Cycle from a Series. (1996). Small, J. P. ; Reeves, J. J. ; Triggs, C. M. ; Blyth, C. A..
In: Reports.
RePEc:wop:auecwp:9602.

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  1. Trends and cycles in real-time. (2002). Gallego, Francisco ; Chumacero, Romulo.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:29:y:2002:i:2:p:211-229.

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  2. National and Supranational Business Cycles (1960-2000): A multivariate description of central G7 and EURO15 NIPA aggregates. (2002). Süssmuth, Bernd ; Suessmuth, Bernd .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_658.

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  3. Trends and Cycles in Real-Time. (2001). Gallego, Francisco ; Chumacero, Romulo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:130.

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  4. Measuring the Similarities of Economic Developments in Central Europe: A Correlation between the Business Cycles of Germany, Hungary, the Czech Republic and Croatia. (2000). Onje, Velimir ; Vrbanc, Igeta .
    In: Working Papers.
    RePEc:hnb:wpaper:3.

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References

References cited by this document

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  14. Niemira, M. P. (1991), An International Application of Neftcis Probability Approach for Signalling Growth Recessions and Recoveries Using Turning Point Indicators, in Leading Economic Indicators: New Approaches and Forecasting Records, eds. Lahiri, K.
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  15. Razzak, W., and Dennis, R. J. (1995), Estimates of New Zealands Output Gap Using the Hodrick-Prescott Filter with a Non-Constant Smoothing Parameter,Reserve Bank of New Zealand Discussion Paper, G95/8.
    Paper not yet in RePEc: Add citation now
  16. Simkins, S. P. (1994), Do Real Business Cycle Models Really Exhibit Business Cycle Behaviour'DONE' Journal of Monetary Economics, 33, 381-404.

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