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The HP-Filter in Cross-Country Comparisons
Citations
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Cited by:
- Rand, John & Tarp, Finn, 2002.
"Business Cycles in Developing Countries: Are They Different?,"
World Development, Elsevier, vol. 30(12), pages 2071-2088, December.
- Rand, John & Tarp, Finn, 2001. "Business Cycles in Developing Countries: Are They Different?," MPRA Paper 62445, University Library of Munich, Germany.
- Jorge Enrique Restrepo & Claudio Soto, 2004. "Regularidades Empíricas de la Economía Chilena," Working Papers Central Bank of Chile 301, Central Bank of Chile.
- Carles Manera & Ferran Navinés & Javier Franconneti, 2017. "United States of America, European economy and inequality: A perspective from the economic history, 1910-2010," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 14(1), pages 59-87, June.
- M. Ali Choudhary & M. Nadim Hanif & Javed Iqbal, 2014. "On smoothing macroeconomic time series using the modified HP filter," Applied Economics, Taylor & Francis Journals, vol. 46(19), pages 2205-2214, July.
- repec:ehl:lserod:56407 is not listed on IDEAS
- Ageliki Anagnostou & Ioannis Panteladis & Maria Tsiapa, 2015.
"Disentangling different patterns of business cycle synchronicity in the EU regions,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 615-641, August.
- Ageliki Anagnostou & Ioannis Panteladis & Maria Tsiapa, 2012. "Disentangling Different Patterns of Business Cycle Synchronicity in The EU Regions," ERSA conference papers ersa12p924, European Regional Science Association.
- Facundo Piguillem & Anderson Schneider, 2013.
"Heterogeneous Labor Skills, The Median Voter and Labor Taxes,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 332-349, April.
- Anderson L. Schneider & Facundo Piguillem, 2008. "Heterogeneous Labor Skills, The Median Voter and Labor Taxes," 2008 Meeting Papers 835, Society for Economic Dynamics.
- Facundo Piguillem & Anderson L. Schneider, 2010. "Heterogeneous Labor Skills, The Median Voter and Labor Taxes," EIEF Working Papers Series 1002, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2009.
- Facundo Piguillem & Anderson Schneider, 2013. "Code and data files for "Heterogeneous Labor Skills, The Median Voter and Labor Taxes"," Computer Codes 11-142, Review of Economic Dynamics.
- Arturo Antón-Sarabia, 2008. "El problema al final de la muestra en la estimación del PIB potencial," Working Papers DTE 442, CIDE, División de Economía.
- Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.
- Valdivia, Daney & Yujra, Paola, 2009. "Identificación de ciclos económicos en Bolivia: 1970-2008 [Identification of business cycles in Bolivia: 1970-2008]," MPRA Paper 35884, University Library of Munich, Germany.
- Fabio Busetti & Michele Caivano, 2016. "The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area," Empirical Economics, Springer, vol. 50(4), pages 1565-1587, June.
- Leon, Jorge, 2012. "Managing the Uncertainty in the Hodrick Prescott Filter," MPRA Paper 44531, University Library of Munich, Germany, revised 2012.
- Francisco de Castro & Francisco Martí & Antonio Montesinos & Javier J. Pérez & Antonio Jesús Sánchez Fuentes, 2018. "A Quarterly Fiscal Database Fit for Macroeconomic Analysis," Hacienda Pública Española / Review of Public Economics, IEF, vol. 224(1), pages 139-155, March.
- Lores, Francisco Xavier, 2001. "Cyclical behaviour of consumption of non-durable goods: Spain versus U.S.A," UC3M Working papers. Economics we014710, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Coutiño, Alfredo, 2016. "Pitfalls in monetary policy decisions based on the output gap," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 54-64.
- Meriem Djennas & Mohamed Benbouziane & Mustapha Djennas, 2012. "Labor Market Structure, Foreign Trade Competitiveness and Economic Growth in Eurozone," Book Chapters, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic (ed.), Managing Structural Changes - Trends and Requirements, edition 1, volume 1, chapter 26, pages 471-487, Institute of Economic Sciences.
- Muhammad Ali Choudhary & Muhammad Nadim Hanif & Javed Iqbal, 2013.
"On Smoothing Macroeconomic Time Series using HP and Modified HP Filter,"
SBP Working Paper Series
60, State Bank of Pakistan, Research Department.
- Choudhary, Ali & Hanif, Nadim & Iqbal, Javed, 2013. "On smoothing macroeconomic time series using HP and modified HP filter," MPRA Paper 45630, University Library of Munich, Germany.
- Pablo García S. & Rodrigo Valdés P., 2003. "Money and Inflation in an Inflation-Tageting Regime," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 6(1), pages 21-47, April.
- Francisco de Castro & Francisco Martí & Antonio Montesinos & Javier J. Pérez & A. Jesús Sánchez-Fuentes, 2014. "Fiscal policies in Spain: Main stylises facts revisited," Working Papers 1408, Banco de España.
- Mr. Paul Cashin, 2004. "Caribbean Business Cycles," IMF Working Papers 2004/136, International Monetary Fund.
- Lankester-Campos, Valerie & Loaiza-Marín, Kerry & Monge-Badilla, Carlos, 2020. "Assessing public debt sustainability for Costa Rica using the fiscal reaction function," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Patricia Aranda-Cuéllar & José MarÃa López-Morales & MarÃa Jesús Such-Devesa, 2021. "Winter tourism dependence: A cyclical and cointegration analysis. Case study for the Alps," Tourism Economics, , vol. 27(7), pages 1540-1560, November.
- Borja Jalón & Simón Sosvilla-Rivero & José A. Herce, 2017. "Countercyclical Labor Productivity: The Spanish Anomaly," IREA Working Papers 201712, University of Barcelona, Research Institute of Applied Economics, revised Jun 2017.
- Manfred Esquivel Monge & Mario Alfredo Rojas Sánchez, 2008. "Estimación del producto potencial para Costa Rica: período 1991-2006," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 2, pages 13-68, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Ngwa Edielle, T. H. Jackson, 2006. "Soutenabilité des finances publiques au Cameroun : Approche de Bohn (1998) [Testing Fiscal sustainability in Cameroon : Approach of Bohn (1998)]," MPRA Paper 9738, University Library of Munich, Germany.
- Pablo García S. & Rodrigo Valdés P, 2003. "Dinero e Inflación en el Marco de Metas de Inflación," Working Papers Central Bank of Chile 198, Central Bank of Chile.
- Bergman, U. Michael & Hutchison, Michael, 2015. "Economic stabilization in the post-crisis world: Are fiscal rules the answer?," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 82-101.
- Fabio Busetti & Michele Caivano, 2013. "The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy," Temi di discussione (Economic working papers) 941, Bank of Italy, Economic Research and International Relations Area.
- Dimitar Zlatinov, 2017. "Effects of Business Cycle on Private Consumption in Bulgaria during the Global Financial and Economic Crisis)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 91-107.
- Miroslav Plašil, 2011. "Potenciální produkt, mezera výstupu a míra nejistoty spojená s jejich určením při použití Hodrick-Prescottova filtru [Potential Product, Output Gap and Uncertainty Rate Associated with Their Determ," Politická ekonomie, Prague University of Economics and Business, vol. 2011(4), pages 490-507.
- Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2009.
"A quarterly fiscal database for the euro area based on intra-annual fiscal information,"
Working Paper Series
1132, European Central Bank.
- Joan Paredes & Diego J. Pedregal & Javier J. Pérez, 2009. "A quarterly fiscal database for the euro area based on intra-annual fiscal information," Working Papers 0935, Banco de España.
- Mr. Erwin H Tiongson & Mr. Benedict J. Clements & Mr. Sanjeev Gupta, 2003. "Foreign Aid and Consumption Smoothing: Evidence From Global Food Aid," IMF Working Papers 2003/040, International Monetary Fund.
- Rafael Doménech & Víctor Gómez, 2005. "Ciclo económico y desempleo estructural en la economía española," Investigaciones Economicas, Fundación SEPI, vol. 29(2), pages 259-288, May.
- Gerba, Eddie, 2015. "Have the US macro-financial linkages changed? The balance sheet dimension," LSE Research Online Documents on Economics 59886, London School of Economics and Political Science, LSE Library.
- repec:liu:liucej:v:14:y:2017:i:1:p:57-85 is not listed on IDEAS
- Imbs, Jean, 2000. "Sectors and the OECD Business Cycle," CEPR Discussion Papers 2473, C.E.P.R. Discussion Papers.
- International Monetary Fund, 2014. "Russian Federation: Selected Issues," IMF Staff Country Reports 2014/176, International Monetary Fund.
- Arturo Antón-Sarabia, 2009. "Efectos del ciclo económico en EE. UU. sobre la producción y el empleo en México," Working Papers DTE 456, CIDE, División de Economía.
- Paredes, Joan & Pedregal, Diego J. & Pérez, Javier J., 2014. "Fiscal policy analysis in the euro area: Expanding the toolkit," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 800-823.
- Mr. Angel J. Ubide & Mr. Kevin Ross, 2001. "Mind the Gap: What is the Best Measure of Slack in the Euro Area?," IMF Working Papers 2001/203, International Monetary Fund.
- Meriem Djennas & Mohamed Benbouziane & Mustapha Djennas, 2012. "Macro-Financial Vulnerabilities and Economic Downturns: A Comparison Analysis Between Cost-Sensitive Learning and Markov-Switching Approaches," Working Papers 729, Economic Research Forum, revised 2012.
- Jorge Enrique Restrepo L. & Claudio Soto G., 2006. "Empirical Regularities of the Chilean Economy: 1986-2005," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(2), pages 15-40, August.
- José MarÃa López Morales & MarÃa Jesús Such Devesa, 2017. "Business cycle and external dependence on tourism," Tourism Economics, , vol. 23(1), pages 187-199, February.