เปรียบเทียบวิธี

	ตัวกรองแบนด์พาส Baxter-King	HP Filter
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Process / pipeline	Process / pipeline
ปีกำเนิด	1999	1997
ผู้ริเริ่ม	Marianne Baxter & Robert King	Robert Hodrick & Edward Prescott
ประเภท	Linear symmetric moving-average filter	Penalized least-squares smoother
แหล่งต้นตำรับ	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.
ชื่อเรียกอื่น	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
ที่เกี่ยวข้อง	3	3
สรุป	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.