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Postwar U.S. Business Cycles: An Empirical Investigation

Robert Hodrick () and Edward Prescott

Journal of Money, Credit and Banking, 1997, vol. 29, issue 1, 1-16

Abstract: The authors propose a procedure for representing a time series of a smoothly varying trend component and a cyclical component. They document the nature of the comovements of the cyclical components of a variety of macroeconomic time series. The authors find that comovements are very different than the corresponding comovements of the slowly varying trend components. Copyright 1997 by Ohio State University Press.

Date: 1997
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