메뉴 건너뛰기




Volumn 84, Issue 2, 2002, Pages 371-376

On adjusting the Hodrick-Prescott filter for the frequency of observations

Author keywords

[No Author keywords available]

Indexed keywords


EID: 18744391055     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465302317411604     Document Type: Review
Times cited : (1102)

References (34)
  • 1
    • 0001559689 scopus 로고
    • International evidence on the historical properties of business cycles
    • Backus, David K., and Patrick J. Kehoe, "International Evidence on the Historical Properties of Business Cycles," American Economic Review 82:4 (1992), 864-888.
    • (1992) American Economic Review , vol.82 , Issue.4 , pp. 864-888
    • Backus, D.K.1    Kehoe, P.J.2
  • 3
    • 0002912846 scopus 로고
    • Stabilization policy and private economic behavior
    • Baily, Martin N. "Stabilization Policy and Private Economic Behavior," Brookings Papers on Economic Activity 1 (1978), 11-50.
    • (1978) Brookings Papers on Economic Activity , vol.1 , pp. 11-50
    • Baily, M.N.1
  • 4
    • 0001986528 scopus 로고
    • Real exchange rates and real interest rate differentials: Have we missed the business cycle relationship?
    • Baxter, Marianne, "Real Exchange Rates and Real Interest Rate Differentials: Have We Missed the Business Cycle Relationship?" Journal of Monetary Economics 33:1 (1994), 5-37.
    • (1994) Journal of Monetary Economics , vol.33 , Issue.1 , pp. 5-37
    • Baxter, M.1
  • 5
    • 0037596892 scopus 로고    scopus 로고
    • Measuring business cycles: Approximate band-pass filters for economic time series
    • Baxter, Marianne, and Robert King, "Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series," this REVIEW 81:4 (1999), 573-593.
    • (1999) REVIEW , vol.81 , Issue.4 , pp. 573-593
    • Baxter, M.1    King, R.2
  • 6
    • 0000717782 scopus 로고
    • Business cycles in the U.K.: Facts and fictions
    • Blackburn, Keith, and Morten O. Ravn, "Business Cycles in the U.K.: Facts and Fictions," Economica 59 (1992), 383-401.
    • (1992) Economica , vol.59 , pp. 383-401
    • Blackburn, K.1    Ravn, M.O.2
  • 7
    • 51249169394 scopus 로고
    • Business cycles in open economies: Stylized facts for Austria and Germany
    • Brandner, Peter, and Klaus Neusser, "Business Cycles in Open Economies: Stylized Facts for Austria and Germany," Weltwirtschaftliches Archiv 128 (1992), 67-87.
    • (1992) Weltwirtschaftliches Archiv , vol.128 , pp. 67-87
    • Brandner, P.1    Neusser, K.2
  • 8
    • 0002059982 scopus 로고
    • Progress towards economic stability
    • Burns, Arthur; "Progress Towards Economic Stability," American Economic Review 50:1 (1960), 1-19.
    • (1960) American Economic Review , vol.50 , Issue.1 , pp. 1-19
    • Burns, A.1
  • 9
    • 38149146922 scopus 로고
    • Detrending and turning-points
    • Canova, Fabio, "Detrending and Turning-Points," European Economic Review 38:3/4 (1994), 614-623.
    • (1994) European Economic Review , vol.38 , Issue.3-4 , pp. 614-623
    • Canova, F.1
  • 10
    • 0039835826 scopus 로고    scopus 로고
    • Detrending and business cycle facts
    • _, "Detrending and Business Cycle Facts," Journal of Monetary Economics 41:3 (1998), 475-512.
    • (1998) Journal of Monetary Economics , vol.41 , Issue.3 , pp. 475-512
  • 11
    • 84911612814 scopus 로고
    • Temporal aggregation and structural inference in macroeconomics
    • T0060
    • Christiano, Lawrence J., and Martin S. Eichenbaum, "Temporal Aggregation and Structural Inference in Macroeconomics," NBER working paper no. T0060 (1986).
    • (1986) NBER working paper
    • Christiano, L.1    Martin, J.2    Eichenbaum, S.3
  • 13
    • 0040382317 scopus 로고
    • Effects of the hodrick-prescott filter on trend and difference stationary time series: Implications for business cycle research
    • Cogley, Timothy, and James M. Nason, "Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research," Journal of Economic Dynamics and Control 19 (1995), 253-278.
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.M.2
  • 14
    • 0000942469 scopus 로고
    • The inflation tax in a real business cycle model
    • Cooley, Thomas F., and Gary D. Hansen, "The Inflation Tax in a Real Business Cycle Model," American Economic Review 79:4 (1989), 733-748.
    • (1989) American Economic Review , vol.79 , Issue.4 , pp. 733-748
    • Cooley, T.F.1    Hansen, G.D.2
  • 16
    • 38249011134 scopus 로고
    • Business cycles from 1850-1950: New facts about old data
    • Correia, Isabel H., Joao L. Neves, and Sergio T. Rebelo, "Business Cycles from 1850-1950: New Facts about Old Data," European Economic Review 36:2/3 (1992), 459-467.
    • (1992) European Economic Review , vol.36 , Issue.2-3 , pp. 459-467
    • Correia, I.H.1    Neves, J.L.2    Rebelo, S.T.3
  • 17
    • 0027455828 scopus 로고
    • Methodological and empirical issues in real business cycle theory
    • Danthine, Jean-Pierre, and John B. Donaldson, "Methodological and Empirical Issues in Real Business Cycle Theory," European Economic Review 37:1 (1993), 1-35.
    • (1993) European Economic Review , vol.37 , Issue.1 , pp. 1-35
    • Danthine, J.-P.1    Donaldson, J.B.2
  • 18
    • 38249021387 scopus 로고
    • Business cycles in Switzerland: A comparative study
    • Danthine, Jean-Pierre, and Michel Girardin, "Business Cycles in Switzerland: A Comparative Study," European Economic Review 33:1 (1989), 31-50.
    • (1989) European Economic Review , vol.33 , Issue.1 , pp. 31-50
    • Danthine, J.-P.1    Girardin, M.2
  • 19
    • 0028589692 scopus 로고
    • Stylized facts of business cycles in the G7 from a real business cycles perspective
    • Fiorito, Ricardo, and Tryphon Kollintzas, "Stylized Facts of Business Cycles in the G7 from a Real Business Cycles Perspective," European Economic Review 38:2 (1994), 235-269.
    • (1994) European Economic Review , vol.38 , Issue.2 , pp. 235-269
    • Fiorito, R.1    Kollintzas, T.2
  • 20
    • 33751189676 scopus 로고
    • Indivisible labor and the business cycle
    • Hansen, Gary D., "Indivisible Labor and the Business Cycle," Journal of Monetary Economics 16:3 (1985), 309-327.
    • (1985) Journal of Monetary Economics , vol.16 , Issue.3 , pp. 309-327
    • Hansen, G.D.1
  • 21
    • 84986397960 scopus 로고
    • Detrending, stylized facts and the business cycle
    • Harvey, Andrew C., and A. Jaeger, "Detrending, Stylized Facts and the Business Cycle," Journal of Applied Econometrics 8 (1993), 231-247.
    • (1993) Journal of Applied Econometrics , vol.8 , pp. 231-247
    • Harvey, A.C.1    Jaeger, A.2
  • 24
    • 0040360986 scopus 로고    scopus 로고
    • Postwar U.S. business cycles: An empirical investigation
    • _, "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking 29:1 (1997), 1-16.
    • (1997) Journal of Money, Credit and Banking , vol.29 , Issue.1 , pp. 1-16
  • 25
    • 0000057116 scopus 로고
    • Low frequency filtering and real business cycles
    • King, Robert G., and Sergio T. Rebelo, "Low Frequency Filtering and Real Business Cycles," Journal of Economic Dynamics and Control 17:1/2 (1993), 207-231.
    • (1993) Journal of Economic Dynamics and Control , vol.17 , Issue.1-2 , pp. 207-231
    • King, R.G.1    Rebelo, S.T.2
  • 26
    • 0001519332 scopus 로고
    • Time to build and aggregate fluctuations
    • Kydland, Finn E., and Edward C. Prescott, "Time to Build and Aggregate Fluctuations," Econometrica 50:6 (1982), 1345-1370.
    • (1982) Econometrica , vol.50 , Issue.6 , pp. 1345-1370
    • Kydland, F.E.1    Prescott, E.C.2
  • 27
    • 0002530938 scopus 로고
    • Business cycles: Real facts and a monetary myth
    • Spring
    • _, "Business Cycles: Real Facts and a Monetary Myth," Federal Reserve Bank of Minneapolis Quarterly Review 14 (Spring 1990), 3-18.
    • (1990) Federal Reserve Bank of Minneapolis Quarterly Review , vol.14 , pp. 3-18
  • 28
    • 0002192709 scopus 로고
    • Understanding business cycles
    • K. Brunner and Allan H. Meltzer (Eds.), Carnegie-Rochester Conference Series 5 (Amsterdam: North-Holland
    • Lucas, Robert E., Jr., "Understanding Business Cycles" (pp. 7-29), in K. Brunner and Allan H. Meltzer (Eds.), Stabilization of the Domestic and International Economy, Carnegie-Rochester Conference Series 5 (Amsterdam: North-Holland, 1977).
    • (1977) Stabilization of the Domestic and International Economy , pp. 7-29
    • Lucas R.E., Jr.1
  • 29
    • 0000885183 scopus 로고
    • Stylized facts and regime changes: Are prices procyclical?
    • Ravn, Morten O., and Martin Sola, "Stylized Facts and Regime Changes: Are Prices Procyclical?" Journal of Monetary Economics 36:3 (1995), 497-526.
    • (1995) Journal of Monetary Economics , vol.36 , Issue.3 , pp. 497-526
    • Ravn, M.O.1    Sola, M.2
  • 32
    • 85016249703 scopus 로고
    • The prewar business cycle reconsidered: New estimates of GNP 1869-1908
    • Romer, Christina, "The Prewar Business Cycle Reconsidered: New Estimates of GNP 1869-1908," Journal of Political Economy 97:1 (1989), 1-37.
    • (1989) Journal of Political Economy , vol.97 , Issue.1 , pp. 1-37
    • Romer, C.1
  • 33
    • 84983898608 scopus 로고
    • Cyclical properties of a real business cycle model
    • Söderlind, Paul "Cyclical Properties of a Real Business Cycle Model," Journal of Applied Econometrics 9 (1994), S113-S122.
    • (1994) Journal of Applied Econometrics , vol.9
    • Söderlind, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.