4.6. Referencias

• Cogley, Timothy y James M. Nason (1995). “Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research”. En: Journal of Economic Dynamics and Control 19.1–2, págs. 253-278. issn: 0165-1889.

• Enders, Walter (2015). Applied Econometric Time Series. 4a ed. Wiley. isbn: 978-1-118-80856-6.

• Hamilton, James D. (2017). “Why You Should Never Use the Hodrick-Prescott Filter”. En: Review of Economics and Statistics 100.5.

• Hodrick, Robert J. y Edward C. Prescott (1997). “Postwar U.S. Business Cycles: An Empirical Investigation”. En: Journal of Money, Credit and Banking 29.1, págs. 1-16. issn: 00222879, 15384616.

• Levendis, John D. (2018). Time Series Econometrics. Learning Through Replication. Springer. isbn: 978-3-319-98281-6.