Skip to Main Content

Advertisement

Skip Nav Destination

The Econometrics of the Hodrick-Prescott Filter

The Review of Economics and Statistics (2016) 98 (2): 310–317.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
  • Fang Wang
  • Lean Yu
  • Junhong Long
  • Haoyue Bu
  • Changhua He
  • Aiping Wu
Journal of Material Cycles and Waste Management (2023) 25 (1): 221.
  • Hiroshi Yamada
Empirical Economics (2023) 64 (4): 1631.
  • Masoud Shirazi
  • José Alberto Fuinhas
  • Nuno Silva
Sustainable Development (2023)
  • Jose Antonio Alonso
  • Pavel Vidal
Third World Quarterly (2023) 44 (1): 115.
  • Amine Ben Amar
  • Stéphane Goutte
  • Mohammad Isleimeyyeh
The Quarterly Review of Economics and Finance (2022) 85: 386.
  • Yener Coskun
  • Nicholas Apergis
  • Esra Alp Coskun
Empirical Economics (2022) 63 (3): 1293.
  • Ernesto Cassetta
  • Consuelo R. Nava
  • Maria Grazia Zoia
Energy Policy (2022) 165: 112934.
  • Ernesto Cassetta
  • Consuelo R. Nava
  • Maria Grazia Zoia
Energy Economics (2022) 105: 105697.
  • Petri Jylhä
  • Matthijs Lof
Journal of International Financial Markets, Institutions and Money (2022) 79: 101605.
  • Francesco Giancaterini
  • Alain Hecq
  • Claudio Morana
Econometrics (2022) 10 (4): 36.
  • Hiroshi Yamada
  • Ruoyi Bao
Computational Economics (2022) 59 (3): 1005.
  • Quande Qin
  • Zhaorong Huang
  • Zhihao Zhou
  • Yu Chen
  • Weigang Zhao
Applied Soft Computing (2022) 119: 108560.
  • Neslihan Sakarya
  • Robert M. Jong
Journal of Time Series Analysis (2022) 43 (3): 479.
  • Melina Dritsaki
  • Chaido Dritsaki
Mathematics (2022) 10 (8): 1237.
  • Abraham Lioui
SSRN Electronic Journal (2022)
  • Sokbae Lee
  • Yuan Liao
  • Myung Hwan Seo
  • Youngki Shin
Journal of Econometrics (2021) 220 (1): 158.
  • Patricia Aranda-Cuéllar
  • José María López-Morales
  • María Jesús Such-Devesa
Tourism Economics (2021) 27 (7): 1540.
  • Ying Tang
  • Zhiyong Li
  • Jing Chen
  • Chao Deng
Pacific-Basin Finance Journal (2021) 67: 101523.
  • Peter C. B. Phillips
  • Sainan Jin
International Economic Review (2021) 62 (2): 469.
  • Son Nghiem
  • Bach Tran
  • Clifford Afoakwah
  • Joshua Byrnes
  • Paul Scuffham
World Development (2021) 147: 105628.
  • Ernesto Cassetta
  • Consuelo Rubina Nava
  • Maria Grazia Zoia
SSRN Electronic Journal (2021)
  • Peter C. B. Phillips
  • Zhentao Shi
International Economic Review (2021) 62 (2): 521.
  • Neslihan Sakarya
  • Robert M. de Jong
Econometric Theory (2020) 36 (5): 840.
  • Elias Wolf
  • Frieder Mokinski
  • Yves Stephan Schüler
SSRN Electronic Journal (2020)
  • Giovanni Carnazza
  • Paolo Liberati
  • Agnese Sacchi
Journal of Policy Modeling (2020) 42 (5): 1123.
  • James Morley
  • Irina B. Panovska
Macroeconomic Dynamics (2020) 24 (6): 1403.
  • Hiroshi Yamada
Econometric Theory (2020) 36 (5): 961.
  • Yves Stephan Schüler
SSRN Electronic Journal (2020)
  • Gonçalo Faria
  • Fabio Verona
Journal of Financial Markets (2020) 50: 100508.
  • Haitham A. Al-Zoubi
Journal of Empirical Finance (2019) 53: 272.
  • Hiroshi Yamada
  • Fatima Tuj Jahra
Studies in Nonlinear Dynamics & Econometrics (2019) 23 (5)
  • Małgorzata Iwanicz-Drozdowska
  • Paola Bongini
  • Paweł Smaga
  • Bartosz Witkowski
Post-Communist Economies (2019) 31 (3): 349.
  • Mustafa İsmihan
Central Bank Review (2019) 19 (1): 1.
  • Yves Stephan Schüler
SSRN Electronic Journal (2019)
  • Matthijs Lof
  • Petri Jylha
SSRN Electronic Journal (2019)
  • Hiroshi Yamada
  • Fatima Tuj Jahra
Communications in Statistics - Theory and Methods (2019) 48 (12): 3153.
  • Sergio Destefanis
  • Matteo Fragetta
  • Emanuel Gasteiger
SSRN Electronic Journal (2018)
  • Stanislaw Cichocki
  • Joanna Tyrowicz
  • Lucas van der Velde
Eastern European Economics (2017) 55 (6): 543.
  • Meryem Ouahilal
  • Mohammed El Mohajir
  • Mohamed Chahhou
  • Badr Eddine El Mohajir
Journal of Big Data (2017) 4 (1)
  • Alain Hecq
  • Sean Telg
  • Lenard Lieb
Econometrics (2017) 5 (4): 48.
  • Mihai Niţoi
  • Maria Miruna Pochea
Economic Systems (2016) 40 (2): 323.
Close Modal

or Create an Account

Close Modal
Close Modal