The Hodrick-Prescott technique: A smoother versus a filter: An application to New Zealand GDP

DOI10.1016/S0165-1765(97)00178-XzbMath0896.90048OpenAlexW1482715040MaRDI QIDQ1389418

W. Razzak

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00178-x

zbMATH Keywords

smootherfilterPhillips curveHodrick-Prescott

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Spectral properties and geometric interpretation of R-filters

Cites Work

• Low frequency filtering and real business cycles
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series

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