Skip to Main Content

Advertisement

Skip Nav Destination

Why You Should Never Use the Hodrick-Prescott Filter

The Review of Economics and Statistics (2018) 100 (5): 831–843.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
  • Ivan Mendieta‐Muñoz
  • Doğuhan Sündal
Metroeconomica (2022) 73 (2): 343.
  • Jakub Chalmovianský
  • Daniel Němec
Economic Modelling 105994.
  • Justyna Brzezicka
  • Jacek Łaszek
  • Krzysztof Olszewski
  • Radoslaw Wisniewski
Journal of Housing and the Built Environment (2022) 37 (2): 1029.
  • Puneet Vatsa
Australian Journal of Agricultural and Resource Economics (2022) 66 (2): 363.
  • Puneet Vatsa
  • Faruk Balli
  • Ali Salman Saleh
International Journal of Tourism Research (2022) 24 (2): 282.
  • Maarten Dossche
  • Andrea Gazzani
  • Vivien Lewis
Review of Economic Dynamics (2022)
  • Sebastian Gryglewicz
  • Loriano Mancini
  • Erwan Morellec
  • Enrique Schroth
  • Philip Valta
  • Ralph Koijen
The Review of Financial Studies (2022) 35 (8): 3922.
  • Gabriel Caldas Montes
  • Vítor Manuel Araújo da Fonseca
Journal of Financial Economic Policy (2022)
  • Hiroshi Yamada
  • Ruoyi Bao
Computational Economics (2022) 59 (3): 1005.
  • Gurnain K. Pasricha
Journal of International Money and Finance (2022) 122: 102593.
  • Zuzana Gric
  • Dominika Ehrenbergerova
  • Martin Hodula
Journal of Financial Stability (2022) 59: 100973.
  • Piergiorgio Alessandri
  • Pierluigi Bologna
  • Maddalena Galardo
IMF Economic Review (2022)
  • Anthony Garratt
  • Ivan Petrella
Journal of Applied Econometrics (2022) 37 (2): 392.
  • Fatma KOLCU
  • Nebiye YAMAK
Journal of Yaşar University (2022) 17 (65): 134.
  • Stefanie Schraeder
  • Elvira Sojli
  • Avanidhar Subrahmanyam
  • Wing W. Tham
Journal of Financial and Quantitative Analysis 1.
  • Manzoor Ahmad
  • Zahoor Ul Haq
  • Javed Iqbal
  • Shehzad Khan
Journal of the Knowledge Economy (2022)
  • Anna Gelpern
  • Ugo Panizza
Annual Review of Economics (2022) 14 (1): 545.
  • Josefine Quast
  • Maik H. Wolters
Journal of Business & Economic Statistics (2022) 40 (1): 152.
  • Oscar Pavlov
  • Mark Weder
European Economic Review (2022) 148: 104243.
  • Irina Panovska
  • Srikanth Ramamurthy
Journal of Economic Dynamics and Control (2022) 136: 104327.
  • Irina Kozlovtceva
  • Henry Penikas
  • Ekaterina Petreneva
  • Yulia Ushakova
Emerging Markets Review 100910.
  • Vincent Bouvatier
  • Anne-Laure Delatte
  • Pierre-Nicolas Rehault
Emerging Markets Review 100913.
  • Ayobami E. Ilori
  • Juan Paez-Farrell
  • Christoph Thoenissen
European Economic Review (2022) 141: 103969.
  • Wei‐Fong Pan
  • James Reade
  • Shixuan Wang
Journal of Regional Science (2022)
  • Luiggi Donayre
Economic Modelling (2022) 112: 105858.
  • Mark J. Holmes
  • Jesús Otero
  • Theodore Panagiotidis
The Annals of Regional Science (2022) 68 (1): 207.
  • Ruchith Dissanayake
  • Yanhui Wu
  • Huizhong Zhang
  • Camelia Kuhnen
The Review of Corporate Finance Studies (2022)
  • Neslihan Sakarya
  • Robert M. Jong
Journal of Time Series Analysis (2022) 43 (3): 479.
  • Alcides Padilla
  • Jorge David Quintero Otero
International Journal of Emerging Markets (2022)
  • Leland D. Crane
  • Ryan A. Decker
  • Aaron Flaaen
  • Adrian Hamins-Puertolas
  • Christopher Kurz
Journal of Macroeconomics (2022) 72: 103419.
  • Anton J Heckens
  • Thomas Guhr
Journal of Statistical Mechanics: Theory and Experiment (2022) 2022 (4): 043401.
  • Dalibor Eterovic
  • Cassandra Sweet
  • Nicolas Eterovic
International Review of Economics & Finance (2022) 82: 650.
  • Adrian Pagan
  • Tim Robinson
European Economic Review (2022) 145: 104120.
  • Martín Harding
  • Mathias Klein
Review of Economic Dynamics (2022) 44: 125.
  • Gaston Gelos
  • Lucyna Gornicka
  • Robin Koepke
  • Ratna Sahay
  • Silvia Sgherri
Journal of International Economics (2022) 134: 103555.
  • Mario Rafael Silva
Macroeconomic Dynamics (2022) 26 (2): 277.
  • Charles Engel
  • Katya Kazakova
  • Mengqi Wang
  • Nan Xiang
Journal of International Economics (2022) 136: 103602.
  • George A. Waters
International Review of Economics Education (2022) 41: 100242.
  • Anna Solms
  • Bernd Süssmuth
International Economics and Economic Policy (2022)
  • António Afonso
  • José Alves
  • João Tovar Jalles
Economic Systems (2022) 46 (2): 100981.
  • Petri Jylhä
  • Matthijs Lof
Journal of International Financial Markets, Institutions and Money (2022) 79: 101605.
  • Thien T Nguyen
  • Ralph Koijen
The Review of Financial Studies (2022) 35 (8): 3742.
  • Adegboyega O. Owolabi
  • Aziz N. Berdiev
  • James W. Saunoris
The Quarterly Review of Economics and Finance (2022) 84: 257.
  • Wei Wei
  • Asger Lunde
Journal of Financial Econometrics (2022)
  • J. Paul Elhorst
  • Silvia Emili
Regional Science and Urban Economics (2022) 93: 103756.
Close Modal

or Create an Account

Close Modal
Close Modal