Combining filter design with model-based filtering (with an application to business-cycle estimation)

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Computing, Data Science, Forecasting +11

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

Social Sciences, Business Economics, Economics +17

Forecasting, Structural Time Series Models and the Kalman Filter

Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations

Computing, Mathematics, Forecasting +13

Time Series Analysis, Forecasting and Control.

M. G. Kendall, G. E. P. Box, G. M. Jenkins · Journal of the Royal Statistical Society Series A (General) · 1971 · 2.8K citations

Computing, Data Science, Econometrics +11

On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations

Morten O. Ravn, Harald Uhlig · The Review of Economics and Statistics · 2002 · 2K citations · Full text

Social Sciences, Economics, Econometrics +7