A Smoothing Method That Looks Like The Hodrick–Prescott Filter
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Cited by:
- Sheng Zhang & Yifu Yang & Chengdi Ding & Zhongquan Miao, 2023. "The Impact of International Relations Patterns on China’s Energy Security Supply, Demand, and Sustainable Development: An Exploration of Oil Demand and Sustainability Goals," Sustainability, MDPI, vol. 15(17), pages 1-12, August.
- Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022.
"The boosted HP filter is more general than you might think,"
Papers
2209.09810, arXiv.org, revised Apr 2024.
- Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022. "The boosted HP filter is more general than you might think," Cowles Foundation Discussion Papers 2348, Cowles Foundation for Research in Economics, Yale University.
- Kurt Graden Lunsford, 2023. "Business Cycles and Low-Frequency Fluctuations in the US Unemployment Rate," Working Papers 23-19, Federal Reserve Bank of Cleveland.
- Peter C. B. Phillips & Sainan Jin, 2021.
"Business Cycles, Trend Elimination, And The Hp Filter,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.
- Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
- Ruixue Du & Hiroshi Yamada, 2020. "Principle of Duality in Cubic Smoothing Spline," Mathematics, MDPI, vol. 8(10), pages 1-19, October.
- Hiroshi Yamada, 2021. "Geary’s c and Spectral Graph Theory," Mathematics, MDPI, vol. 9(19), pages 1-23, October.
- Hiroshi Yamada, 2023. "Quantile regression version of Hodrick–Prescott filter," Empirical Economics, Springer, vol. 64(4), pages 1631-1645, April.
- Zihan Jin & Hiroshi Yamada, 2024. "Boosted Whittaker–Henderson Graduation," Mathematics, MDPI, vol. 12(21), pages 1-18, October.
- Hiroshi Yamada & Ruoyi Bao, 2022. "$$\ell _{1}$$ ℓ 1 Common Trend Filtering," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1005-1025, March.
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