Hodrick-Prescott filter in practice

Authors

  • Hildegart Ahumada
  • María Lorena Garegnani

Keywords:

metodología económica

Abstract

The purpose of this paper is to discuss the filter from an empirical point of view trying to clarify what it can and cannot do and suggest some guidelines for evaluation.

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Published

1999-12-31

How to Cite

Ahumada, . H., & Garegnani, . M. L. (1999). Hodrick-Prescott filter in practice. Económica, 45(4), p. 61–76. Retrieved from https://revistas.unlp.edu.ar/Economica/article/view/8539

Issue

Vol. 45 No. 4 (1999): Número especial: Trabajos presentados a las IV Jornadas de Economía Monetaria e Internacional

Section

Articles

License

The material published in the journal is distributed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license. This license requires proper credit to be given, a link to the license to be provided, and changes to be indicated. It does not permit commercial use of the work, and if the work is remixed, transformed, or otherwise modified, distribution of such modification is not allowed.