On Adjusting the H-P Filter for the Frequency of Observations

Harald Uhlig () and Morten Ravn

No 1997-50, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: HP-Filter; frequency of observation; real business cycles; output volatility; pre-war business cycles (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (8)

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Related works:
Working Paper: On Adjusting the HP-Filter for the Frequency of Observations (2001)
Working Paper: On Adjusting the HP-Filter for the Frequency of Observations (2001)
Working Paper: On Adjusting the H-P Filter for the Frequency of Observations (1997)
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