Bianchi, Marco; Boyle, Martin; Hollingsworth, Deirdre - In: Applied Economics Letters 6 (1999) 2, pp. 103-109
This paper analyses a number of methods for trend estimation focusing on their ability to pick up turning points quickly at the end of a series. An application to the Bank of England flows M4 series is provided which shows that some of the proposed methods may be more reliable than others for...