Low frequency filtering and real business cycles
Work
Year: 1993
Type: article
Abstract: This paper discusses in detail the Hodrick-Prescott (1980) filter from time and frequency domain perspectives, motivating it as a generalization of the exponential smoothing filter. We show that the H... more
Authors Robert G. King, Sérgio Rebelo
Cites: 35
Cited by: 725
Related to: 10
FWCI: 50.47
Citation percentile (by year/subfield): 99.96
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: hybrid
APC paid (est): $2,780