On adjusting the HP-filter for the frequency of observations

M. Ravn, H.F.H.V.S. Uhlig

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)371-376
Number of pages5
JournalThe Review of Economics and Statistics
Volume84
Issue number2
Publication statusPublished - 2002

Cite this

Ravn, M. ; Uhlig, H.F.H.V.S. / On adjusting the HP-filter for the frequency of observations. In: The Review of Economics and Statistics. 2002 ; Vol. 84, No. 2. pp. 371-376.
@article{95dfa9a0e1914102a6f0caf6e320cb36,
title = "On adjusting the HP-filter for the frequency of observations",
author = "M. Ravn and H.F.H.V.S. Uhlig",
note = "DP9750 Pagination: 5",
year = "2002",
language = "English",
volume = "84",
pages = "371--376",
journal = "The Review of Economics and Statistics",
issn = "0034-6535",
publisher = "MIT Press Journals",
number = "2",

}

On adjusting the HP-filter for the frequency of observations. / Ravn, M.; Uhlig, H.F.H.V.S.

In: The Review of Economics and Statistics, Vol. 84, No. 2, 2002, p. 371-376.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - On adjusting the HP-filter for the frequency of observations

AU - Ravn, M.

AU - Uhlig, H.F.H.V.S.

N1 - DP9750 Pagination: 5

PY - 2002

Y1 - 2002

M3 - Article

VL - 84

SP - 371

EP - 376

JO - The Review of Economics and Statistics

JF - The Review of Economics and Statistics

SN - 0034-6535

IS - 2

ER -