Postwar U.S. Business Cycles: An Empirical Investigation
Robert Hodrick () and
Journal of Money, Credit and Banking, 1997, vol. 29, issue 1, 1-16
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.
References: Add references at CitEc
Citations: View citations in EconPapers (1571) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Software Item: HP-Filter Excel Add-In (2006)
Software Item: HP-Filter DLL executable (2006)
Software Item: HP-Filter (web interface) (2005)
Software Item: HP-Filter code (Perl) (2005)
Software Item: Matlab functions for HP-filter (2004)
Software Item: HP-filter for Java (2004)
Software Item: GAUSS code for the Hodrick-Prescott filter (1989)
Software Item: FORTRAN code for the Hodrick-Prescott filter (1982)
Working Paper: Post-War U.S. Business Cycles: An Empirical Investigation (1981)
Software Item: MATLAB code for the Hodrick-Prescott filter
Software Item: GAUSS program for Hodrick-Prescott filter
Software Item: Alternate GAUSS program for the Hodrick-Prescott Filter
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:mcb:jmoncb:v:29:y:1997:i:1:p:1-16
Access Statistics for this article
Journal of Money, Credit and Banking is currently edited by Robert deYoung, Paul Evans, Pok-Sang Lam and Kenneth D. West
More articles in Journal of Money, Credit and Banking from Blackwell Publishing
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().