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Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness

Viv Hall & Peter C. Thomson

Journal of Business Cycle Research2024https://doi.org/10.1007/s41549-024-00093-9article
ABDC B
Weight
0.50

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https://doi.org/https://doi.org/10.1007/s41549-024-00093-9

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@article{viv2024,
  title        = {{Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness}},
  author       = {Viv Hall & Peter C. Thomson},
  journal      = {Journal of Business Cycle Research},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.1007/s41549-024-00093-9},
}

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Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.46 × 0.4 = 0.19
M · momentum0.60 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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