A Frequency Selective Filter for Short-Length Time Series
Year of publication: |
2004
|
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Authors: | Iacobucci, Alessandra ; Noullez, Alain |
Institutions: | Centre de recherche en Économie (OFCE), Sciences économiques |
Subject: | Spectral methods | frequency selective filters | Hodrick-Prescott | Baxter-King and Christiano-Fitzgerald bandpass filters | business cycles |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Document de travail Number 2004-05 |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C14 - Semiparametric and Nonparametric Methods ; E32 - Business Fluctuations; Cycles |
Source: |
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