A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
Year of publication: |
2009
|
---|---|
Authors: | Dagum, Estela Bee ; Luati, Alessandra |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 1-3, p. 40-59
|
Publisher: |
Taylor & Francis Journals |
Subject: | False turning points | Gain function | Smoothing | Symmetric linear filter | 13-Term Henderson filter |
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