---
title: "Hodrick-Prescott filter: formula and 2 recent papers"
description: "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."
url: https://scholar4ai.com/equations/hodrick-prescott-filter
markdown_url: https://scholar4ai.com/equations/hodrick-prescott-filter.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Hodrick-Prescott filter

$$
\min_{\{\tau_t\}} \sum_{t=1}^{T}(y_t - \tau_t)^2 + \lambda \sum_{t=2}^{T-1}\big[(\tau_{t+1} - \tau_t) - (\tau_t - \tau_{t-1})\big]^2
$$

Separates a series into a smooth trend and a cyclical component.

- area: Time series
- 0 papers in the last 7 days
- Names searched for: Hodrick-Prescott, HP filter, HP-filtered

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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).
- From Oct 2023 to Sep 2026, 11 archived papers mentioned Hodrick-Prescott filter in their title, abstract or keywords, most of them in May 2025 (2).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 3 | 6 | 2 | 11 |

*Papers mentioning Hodrick-Prescott filter, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-15 | [Economic uncertainty and fertility cycles: baby boom and busts in twentieth century USA](https://doi.org/10.1007/s10887-026-09273-x) | [Journal of Economic Growth](https://scholar4ai.com/journals/journal-of-economic-growth.md) | 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](https://doi.org/10.1016/j.jfs.2026.101600) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | Dimitrios Anastasiou, Theodoros Bratis, Apostolos G. Katsafados et al. | Athens University of Economics and Business; University of Zurich; Swiss Finance Institute; … |

## Cite this page

Scholar4AI. (2026). Hodrick-Prescott filter. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/hodrick-prescott-filter

```bibtex
@misc{scholar4ai-equations-hodrick-prescott-filter,
  author = {{Scholar4AI}},
  title = {Hodrick-Prescott filter},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/hodrick-prescott-filter}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).