Buss, Ginters - Volkswirtschaftliche Fakultät, … - 2011
The paper proposes an extension of the symmetric Baxter-King band pass filter to an asymmetric Baxter-King filter. The … optimal correction scheme of the ideal filter weights is the same as in the symmetric version, i.e, cut the ideal filter at … the appropriate length and add a constant to all filter weights to ensure zero weight on zero frequency. Since the …