مقایسهٔ روش‌ها

	فیلتر میان‌گذر باکستر-کین	فیلتر هدریک-پرسکات: تجزیه روند-چرخه برای سری‌های زمانی اقتصاد کلان
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Process / pipeline	Process / pipeline
سال پیدایش	1999	1997
پدیدآور	Marianne Baxter & Robert King	Robert Hodrick & Edward Prescott
نوع	Linear symmetric moving-average filter	Penalized least-squares smoother
منبع بنیادین	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.	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.
نام‌های دیگر	Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç	Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi
مرتبط	3	3
خلاصه	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.	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.