Extracting business cycles with three filters : a comparative study and application in the case of China
Chentong Sun, Naiqian Li
Year of publication: |
2023
|
---|---|
Authors: | Sun, Chentong ; Li, Naiqian |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 75.2023, 2, p. 254-269
|
Subject: | Baxter-King filter | business cycles | Hodrick-Prescott filter | wavelet filter | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory | China |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Yoon, Gawon, (2015)
-
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae, (2020)
-
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae, (2020)
- More ...
Similar items by person