A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation (Q3615076)
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scientific article; zbMATH DE number 5529879
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| English | A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation |
scientific article; zbMATH DE number 5529879 |
Statements
A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation (English)
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17 March 2009
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false turning points
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gain function
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smoothing
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symmetric linear filter
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13-term Henderson filter
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0.8562422
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0.84140056
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0.8278481
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0.82758456
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0.82140636
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