{"id":"https://openalex.org/W2149666303","doi":"https://doi.org/10.1007/s10182-005-0206-9","title":"Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations","display_name":"Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations","publication_year":2005,"publication_date":"2005-08-01","ids":{"openalex":"https://openalex.org/W2149666303","doi":"https://doi.org/10.1007/s10182-005-0206-9","mag":"2149666303"},"language":"en","primary_location":{"id":"doi:10.1007/s10182-005-0206-9","doi":"https://doi.org/10.1007/s10182-005-0206-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10182-005-0206-9","pdf_url":null,"source":{"id":"https://openalex.org/S112956182","display_name":"Allgemeines Statistisches Archiv","issn_l":"0002-6018","issn":["0002-6018","1614-0176"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Allgemeines Statistisches Archiv","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084340996","display_name":"Mark Meyer","orcid":"https://orcid.org/0000-0001-7637-2925","observed_orcids":["https://orcid.org/0000-0001-7637-2925"]},"institutions":[{"id":"https://openalex.org/I20431382","display_name":"University of Erfurt","ror":"https://ror.org/03606hw36","country_code":"DE","type":"education","lineage":["https://openalex.org/I20431382"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Mark Meyer","raw_affiliation_strings":["Department of Economics, Law, and Social Sciences, University of Erfurt, 900 221, 99105, Erfurt, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, Law, and Social Sciences, University of Erfurt, 900 221, 99105, Erfurt, Germany","institution_ids":["https://openalex.org/I20431382"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086357086","display_name":"Peter Winker","orcid":"https://orcid.org/0000-0003-3412-4207","observed_orcids":["https://orcid.org/0000-0003-3412-4207"]},"institutions":[{"id":"https://openalex.org/I20431382","display_name":"University of Erfurt","ror":"https://ror.org/03606hw36","country_code":"DE","type":"education","lineage":["https://openalex.org/I20431382"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Peter Winker*","raw_affiliation_strings":["Department of Economics, Law, and Social Sciences, University of Erfurt, 900 221, 99105, Erfurt, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, Law, and Social Sciences, University of Erfurt, 900 221, 99105, Erfurt, Germany","institution_ids":["https://openalex.org/I20431382"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5084340996"],"corresponding_institution_ids":["https://openalex.org/I20431382"],"apc_list":null,"apc_paid":null,"fwci":0.5267,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":{"value":0.79982402,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":97},"biblio":{"volume":"89","issue":"3","first_page":"303","last_page":"320"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5292999744415283,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.5292999744415283,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.16439999639987946,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13370","display_name":"Diverse Scientific and Economic Studies","score":0.07509999722242355,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hodrick-prescott-filter","display_name":"Hodrick-Prescott filter","score":0.9990000128746033},{"id":"https://openalex.org/keywords/detrending","display_name":"detrending","score":0.7229999899864197},{"id":"https://openalex.org/keywords/spurious-regression","display_name":"spurious regression","score":0.9829999804496765},{"id":"https://openalex.org/keywords/regression-inference","display_name":"regression inference","score":0.4819999933242798},{"id":"https://openalex.org/keywords/integrated-time-series","display_name":"integrated time series","score":0.7459999918937683},{"id":"https://openalex.org/keywords/monte-carlo-simulation","display_name":"Monte Carlo simulation","score":0.6209999918937683}],"concepts":[{"id":"https://openalex.org/C97256817","wikidata":"https://www.wikidata.org/wiki/Q1462316","display_name":"Spurious relationship","level":2,"score":0.8372422456741333},{"id":"https://openalex.org/C63382987","wikidata":"https://www.wikidata.org/wiki/Q455204","display_name":"Hodrick\u2013Prescott filter","level":3,"score":0.8032493591308594},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7779110670089722},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.5830197334289551},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5720778107643127},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5600736141204834},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5568580627441406},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4582911729812622},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.45658817887306213},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.45555031299591064},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4468576908111572},{"id":"https://openalex.org/C48921125","wikidata":"https://www.wikidata.org/wiki/Q10861030","display_name":"Linear regression","level":2,"score":0.425975501537323},{"id":"https://openalex.org/C134261354","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical inference","level":2,"score":0.4133760929107666},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35087499022483826},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3367984890937805},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3273463249206543},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.13762107491493225},{"id":"https://openalex.org/C83873408","wikidata":"https://www.wikidata.org/wiki/Q192311","display_name":"Business cycle","level":2,"score":0.12434500455856323},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09039413928985596},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.08685797452926636},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10182-005-0206-9","doi":"https://doi.org/10.1007/s10182-005-0206-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10182-005-0206-9","pdf_url":null,"source":{"id":"https://openalex.org/S112956182","display_name":"Allgemeines Statistisches Archiv","issn_l":"0002-6018","issn":["0002-6018","1614-0176"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Allgemeines Statistisches Archiv","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:alstar:v:89:y:2005:i:3:p:303-320","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10182-005-0206-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W1482715040","https://openalex.org/W1510355813","https://openalex.org/W1514279215","https://openalex.org/W1520617112","https://openalex.org/W1587141723","https://openalex.org/W1986257632","https://openalex.org/W1986856150","https://openalex.org/W2005913813","https://openalex.org/W2012962202","https://openalex.org/W2014617171","https://openalex.org/W2020979127","https://openalex.org/W2031104677","https://openalex.org/W2034707435","https://openalex.org/W2051325163","https://openalex.org/W2067866620","https://openalex.org/W2086057988","https://openalex.org/W2088563154","https://openalex.org/W2091020207","https://openalex.org/W2091375839","https://openalex.org/W2105345444","https://openalex.org/W2108818539","https://openalex.org/W2110603299","https://openalex.org/W2123105585","https://openalex.org/W2123743421","https://openalex.org/W2124555908","https://openalex.org/W2127612805","https://openalex.org/W2150168261","https://openalex.org/W2151162832","https://openalex.org/W2173858490","https://openalex.org/W2267980550","https://openalex.org/W2327683694","https://openalex.org/W2890582035","https://openalex.org/W3121750864","https://openalex.org/W3123787438","https://openalex.org/W3124928201","https://openalex.org/W3141830910","https://openalex.org/W3149587525"],"related_works":["https://openalex.org/W3124703339","https://openalex.org/W2749725132","https://openalex.org/W2026392250","https://openalex.org/W7044074432","https://openalex.org/W4396586684","https://openalex.org/W4292589947","https://openalex.org/W2126606809","https://openalex.org/W2238228892","https://openalex.org/W6942833776","https://openalex.org/W4400879814"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}