HP Filter

See

Hassler, John; Lundvik, Petter; Persson, Torsten and Soderlind, Paul. "The Swedish Business Cycle: Stylized Facts Over 130 Years." Unpublished manuscript, University of Stockholm, 1992.

King, Robert G. and Rebelo, Sergio T. "Low Frequency Filtering and the Business Cycle." Unpublished manuscript, University of Rochester, October 1989.

Hodrick, Robert J. and Prescott, Edward C. "Postwar U.S. Business Cycles: An Empirical Investigation." Unpublished manuscript, Carnegie Mellon University, November 1980.

http://people.ucsc.edu/~walshc/205B_w11/Notes/Econ_205B_HP_filter_notes.pdf