On adjusting the Hodrick-Prescott filter for the frequency of observations

A-Tier
Journal: Review of Economics and Statistics
Year: 2002
Volume: 84
Issue: 2
Pages: 371-375

Authors (2)

Morten O. Ravn (Centre for Economic Policy Res...) Harald Uhlig (University of Chicago)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:tpr:restat:v:84:y:2002:i:2:p:371-375
Journal Field
General
Author Count
2
Added to Database
2026-01-29