Cycles, syllogisms and semantics: examining the idea of spurious cycles

DOI10.1515/JTSE-2012-0033MaRDI QIDQ1695653zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

business cycleslinear filtersspurious fluctuations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cites work

• A generalization of the Burridge-Guerre nonparametric unit root test
• A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
• Economic growth and business cycles: a critical comment on detrending time series
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• scientific article; zbMATH DE number 3162406 (Why is no real title available?)
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• scientific article; zbMATH DE number 1446720 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Low frequency filtering and real business cycles
• Realisations of finite-sample frequency-selective filters
• Spurious Periodicity in Inappropriately Detrended Time Series
• The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
• Trend estimation and de-trending via rational square-wave filters

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