ScholarGate
Msaidizi
Process / pipelineTrend & seasonality

Kichujio cha Hodrick-Prescott: Utengano wa Mwenendo na Mzunguko kwa Mihimili ya Wakati wa Kiuchumi

Kichujio cha Hodrick-Prescott (HP) ni mbinu ya viwango vidogo vilivyoadhibiwa inayotumiwa katika uchumi mkuu na fedha za kimahesabu kutenganisha mihimili ya wakati katika sehemu ya mwenendo mrefu laini na sehemu ya mzunguko mfupi. Kilitambulishwa na Hodrick na Prescott (1997) kwa kutumia data ya mzunguko wa biashara wa Marekani baada ya vita, kimekuwa mojawapo ya vichujio vinavyotumika zaidi katika uchambuzi wa mzunguko wa biashara, utafiti wa sera za fedha, na uchumi mkuu wa kimahesabu.

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Vyanzo

  1. 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: 10.2307/2953682

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Hodrick-Prescott Filter. ScholarGate. https://scholargate.app/sw/econometrics/hp-filter

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

Compare side by side

Imerejelewa na

ScholarGateHP Filter (Hodrick-Prescott Filter). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/hp-filter · Seti ya data: https://doi.org/10.5281/zenodo.20539026