Hodrick-Prescott Filter

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A mathematical technique used to smooth the non-linear data points in a time series. The HP filter helps analysts better determine trends. It is used most often to smooth out indices of macroeconomic data, such as the Help Wanted Index.

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No references found			On adjusting the Hodrick-Prescott filter for the frequency of observations. Did leaving the gold standard tame the business cycle? Evidence from ... by Young, Andrew T.; Du, Shaoyin / Southern Economic Journal The series are all detrended using the Hodrick-Prescott filter. The S-curve in emerging markets by Bahmani-Oskooee, Mohsen; Kutan, Ali; Ratha, Artatrana / Comparative Economic Studies 17) The figure shows the log of annual real GNP per capita (in chained 2000 prices) for the years from 1869 to 2004 (Johnston and Williamson 2005) and with a Hodrick-Prescott filter fitted to the time series. What ended the Great Depression? It was not World War II by Steindl, Frank G. / Independent Review			Historical Cost Historical Cost Accounting Convention Historical exchange rate Historical Scenario Historical Trading Range Historical Volatility Historical Yield Hit Hit List Hit the Bid Hit the Bricks Hit the Ribbon Hitchhike Hitchment HK HKD HKFE HLT HM HN HNL Hobby Loss Hobby Loss Rule Hockey Stick Hockey Stick Bidding Hodrick-Prescott Filter Hoge schadevergoeding Hold hold-harmless clause holdback Holdback Pay Holder holder in due course Holder of Record Holder of record date Holding Holding bancario holding company Holding Company Depositary Receipts Holding Company Depository Receipt holding costs Holding Fee Holding Gain Holding Loss holding period Holding Period Return Holding the Market Holding-Period Return Holding-Period Yield holdout Holdover			HODMS hodn Hodna, Chott el- HODOC Hodograph Hodograph hodograph method hodographs hodographs hodomania hodometer hodometer hodometers hodometers hodoneuromere Hodonin Hodonín hodophobia Hodos hodoscope hodoscope hodoscopes hodoscopes Hodotermitidae HODPA Hodr Hodr HODRA Hodrick Prescott Filter Hodrick-Prescott Hodrick-Prescott Filter HODRW HODS HODS HODS HODSP HODTS HODU Hodur Hodur, Francis Hodynka Hodynskoye field Hodza, Michal Miloslav hoe hoe hoe hoe hoe Hoe (equipment) Hoe (equipment) Hoe (tool) Hoe Boy Hoe cake Hoe Down hoe handle hoe in hoe into Hoe Kee Chan Trading Sdn Bhd hoe own row Hoe ram hoe scaler

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