@article{Ravn2002,
author = {Ravn, M.O. and Uhlig, H.},
title= {On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations},
year = {2002},
doi = {10.1162/003465302317411604},
journal = {The Review of Economics and Statistics},
volume = {84},
number = {2},
pages = {371--376},
}