The Band Pass Filter*

Postwar U.S. Business Cycles: An Empirical Investigation

1997 • 7,105 citations

Time Series Analysis

1994 • 6,582 citations

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

1999 • 2,825 citations

On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations

2002 • 1,916 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

The Unreliability of Output-Gap Estimates in Real Time

2002 • 873 citations

International Evidence on the Historical Properties of Business Cycles

1991 • 856 citations

Stationary and Related Stochastic Processes

1967 • 782 citations

Low frequency filtering and real business cycles

1993 • 722 citations

The NAIRU, Unemployment and Monetary Policy

1997 • 702 citations

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

1998 • 539 citations

Chapter 1 Business cycle fluctuations in us macroeconomic time series

1999 • 479 citations

Band Spectrum Regression

1974 • 363 citations

The post-war U.S. phillips curve: a revisionist econometric history

1994 • 331 citations

Real exchange rates and real interest differentials

1994 • 287 citations

A Simple Multivariate Filter for the Measurement of Potential Output

1992 • 187 citations

Econometric issues in the analysis of equilibrium business cycle models

1988 • 150 citations

On Adjusting the HP-Filter for the Frequency of Observations

2003 • 135 citations

Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada

1997 • 130 citations

The Quest for Prosperity Without Inflation

2000 • 129 citations

Applied Time Series Analysis of Economic Data

1987 • 124 citations

The Role of Approximate Prior Restrictions in Distributed Lag Estimation

1972 • 113 citations

Temporal instability of the unemployment-inflation relationship

1995 • 82 citations

Small-Sample Properties of GMM for Business-Cycle Analysis

1996 • 64 citations

The Role of Approximate Prior Restrictions in Distributed Lag Estimation

1972 • 63 citations

Small-Sample Properties of GMM for Business-Cycle Analysis

1996 • 47 citations

Output Gaps. Some evidence from the UK, France and Germany

1995 • 45 citations

Inventory Investment and the Business Cycle

1998 • 34 citations

Inventory Investment and the Business Cycle

1998 • 32 citations

The Band Pass Filter

1999 • 30 citations

Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments

1981 • 10 citations

The HP-Filter in Cross-Country Comparisons

2001 • 7 citations