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Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| HP Filter× | Filtro de paso de banda de Baxter-King× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Process / pipeline | Process / pipeline |
| Año de origen≠ | 1997 | 1999 |
| Autor original≠ | Robert Hodrick & Edward Prescott | Marianne Baxter & Robert King |
| Tipo≠ | Penalized least-squares smoother | Linear symmetric moving-average filter |
| Fuente seminal≠ | Hodrick, R. J., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit and Banking, 29(1), 1–16. DOI ↗ | Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics, 81(4), 575–593. DOI ↗ |
| Alias | Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi | Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç |
| Relacionados | 3 | 3 |
| Resumen≠ | The Hodrick-Prescott (HP) filter is a penalized least-squares technique used in macroeconomics and empirical finance to decompose a time series into a smooth long-run trend component and a short-run cyclical component. Introduced by Hodrick and Prescott (1997) using postwar U.S. business cycle data, it has become one of the most widely applied filters in business cycle analysis, monetary policy research, and applied econometrics. | The Baxter-King (BK) band-pass filter, introduced by Marianne Baxter and Robert King in 1999, is a linear symmetric moving-average filter designed to isolate cyclical fluctuations in macroeconomic time series that fall within a specified range of periodicities. It removes both very low-frequency trends and very high-frequency noise, retaining only the business-cycle component—typically oscillations with a period of six to thirty-two quarters for quarterly data. |
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