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Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10003888730
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Frequency-domain test of time reversibility
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic dynamics 2 (1998) 1, pp. 72-88
Persistent link: https://www.econbiz.de/10001617051
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Discrete Fourier Transform filters as business cycle extraction tools : an investigation of cycle extraction properties and applicability of 'Gibbs' Effect
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714012
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An investigation of the cycle extraction properties of several bandpass filters used to identify business cycles
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714016