This paper presents short summary about commonly used filters in macroeconomics. We consider Hodrick-Prescott filter, Butterworth filter, Ideal Bandpass filter, Baxter-King filter and Christiano-Fitzgerald filter. 1 The filtering problem Given raw data, {xt}t=1, we are interested in isolating component of xt, denoted by {yt}t=1, with period of oscillation between pl and pu, where 2 ≤ pl < pu < ...