Hodrick-Prescott filter
← Most-used equations and models
Separates a series into a smooth trend and a cyclical component.
LaTeX: \min_{\{\tau_t\}} \sum_{t=1}^{T}(y_t - \tau_t)^2 + \lambda \sum_{t=2}^{T-1}\big[(\tau_{t+1} - \tau_t) - (\tau_t - \tau_{t-1})\big]^2
Key findings
- Hodrick-Prescott filter was mentioned in 2 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #92 of the 104 equations and models mentioned.
- By journal category: Economics (1) and Finance (1).
- Most of them appeared in Journal of Economic Growth (1) and Journal of Financial Stability (1).
- Often mentioned together with Ordinary least squares (OLS) (1), Capital asset pricing model (CAPM) (1) and Difference-in-differences (1).
- Datasets named in the same papers: Economic Policy Uncertainty index (2), Bureau of Economic Analysis (1) and Current Population Survey (1).
| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-15 | Economic uncertainty and fertility cycles: baby boom and busts in twentieth century USA | Journal of Economic Growth | Bastien Chabé-Ferret, Paula E. Gobbi | Luxembourg Institute of Socio-Economic Research; Middlesex University London; Université Libre de Bruxelles |
| 2026-09-30 | Words that move markets: ECB presidential tone and euro area bank CDS spreads | Journal of Financial Stability | Dimitrios Anastasiou, Theodoros Bratis, Apostolos G. Katsafados et al. | Athens University of Economics and Business; University of Zurich; Swiss Finance Institute; … |