Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?

By Alain Guay, Pierre St-Amant. 2005

129 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/ef75ac26abff4a2b9d43fc06f0dd377bf5f71cbc

Citations in the corpus

• Identifying Uncertainty Shocks Using the Price of Gold (2018, unknown): “(12)See King and Rebelo (1993), Harvey and Jaeger (1993), Guay and St-Amant (2005) and Meyer and Winker (2005) for a discussion of potential distortionary effects induced by using of HP filtered data.”