Altissimo, Filippo; Cristadoro, Riccardo; Forni, Mario; … - Banca d'Italia - 2007
short-run dynamics from a time series, to isolate the mediumlong-run component, can be obtained by a band-pass filter …. However, it is well known that band-pass filters, being two-sided, perform very poorly at the end of the sample. New Eurocoin …