Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles

The claim that linear filters are liable to induce spurious fluctuations has been repeated many times of late. However, there are good reasons for asserting that this cannot be the case for the filters that, nowadays, are commonly employed by econometricians. If these filters cannot have the effects that have been attributed to them, then one must ask what effects the filters do have that could have led to the aspersions that have been made against them.

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Year of publication:	2014-02
Authors:	Pollock, Stephen
Institutions:	Department of Economics, Leicester University
Subject:	business cycles \| linear filters \| spurious fluctuations

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Extent:	application/pdf
Series:	Discussion Papers in Economics.
Type of publication:	Book / Working Paper
Notes:	Number 14/03
Classification:	C22 - Time-Series Models ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010740576