Harvey, Andrew C. (contributor); … - 2004 - [Elektronische Ressource]
method for annual US real GDP over the last 130 years.
Kescyscwscoscrscdscssc: Band pass filter, Business cycles, Gibbs … time series.
Prior knowledge on periodicity is readily available in the area of business cycle analysis.
This paper … the use of "ideal" filters in economics were noted above. By using prior knowledge
in a more consistent manner, a model …