General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series

Postwar U.S. Business Cycles: An Empirical Investigation

1997 • 7,105 citations

Forecasting, Structural Time Series Models and the Kalman Filter

1991 • 5,040 citations

Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

1999 • 2,825 citations

The Band Pass Filter*

2003 • 1,567 citations

Detrending, stylized facts and the business cycle

1993 • 1,209 citations

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

1995 • 896 citations

Recursive Estimation and Time-Series Analysis

2011 • 776 citations

Smoothness Priors Analysis of Time Series

1996 • 669 citations

Statistical algorithms for models in state space using SsfPack 2.2

1999 • 495 citations

Ox: an Object-oriented Matrix Programming Language

1996 • 329 citations

Signal Extraction for Nonstationary Time Series

1984 • 238 citations

The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series

2001 • 183 citations

Computing observation weights for signal extraction and filtering

2003 • 142 citations

Cyclical Properties of Baxter-King Filtered Time Series

2003 • 136 citations

Multivariate structural time series models

1997 • 107 citations

A Frequency Selective Filter for Short-Length Time Series

2005 • 76 citations

Estimating potential output and the output gap for the euro area: a model-based production function approach

2006 • 72 citations

Estimating Potential Output, Core Inflation, and the NAIRU as Latent Variables

2006 • 62 citations

Nonparametric spline regression with autoregressive moving average errors

1992 • 57 citations

Modelling phase shifts among stochastic cycles

2004 • 50 citations

Permanent vs transitory components and economic fundamentals

2006 • 48 citations

Econometric methods of signal extraction

2005 • 22 citations

New algorithms for dating the business cycle

2004 • 21 citations

An iterated parametric approach to nonstationary signal extraction

2005 • 21 citations