Cycles, syllogisms and semantics: examining the idea of spurious cycles
DOI10.1515/JTSE-2012-0033zbMATH Open1462.62733OpenAlexW2104093298MaRDI QIDQ1695653FDOQ1695653
Authors: D. Stephen G. Pollock 
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp14-03.pdf
Recommendations
- scientific article; zbMATH DE number 5364212
- A simple nonlinear filter for economic time series analysis.
- Economic growth and business cycles: a critical comment on detrending time series
- The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
- The effect of linear filters on dynamic time series with structural change
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic growth models (91B62)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Low frequency filtering and real business cycles
- Title not available (Why is that?)
- Spurious Periodicity in Inappropriately Detrended Time Series
- Effects of the Hodrick-Prescott filter on trend and difference stationary time series
- Trend estimation and de-trending via rational square-wave filters
- A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
- Realisations of finite-sample frequency-selective filters
- Title not available (Why is that?)
- The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
- Economic growth and business cycles: a critical comment on detrending time series
- A generalization of the Burridge-Guerre nonparametric unit root test
This page was built for publication: Cycles, syllogisms and semantics: examining the idea of spurious cycles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1695653)
