1995•Journal of Economic Dynamics and ControlRequires access

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

Timothy Cogley, James M. Nason

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Key concepts: Hodrick–Prescott filter, Stylized fact, Business cycle, Econometrics, Filter (signal processing), Economics, Series (stratigraphy), Dynamics (music)

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Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research — Research Paper | ScholarLens