A frequency selective filter for short-length time series

DOI10.1007/S10614-005-6276-7zbMATH Open1075.91032OpenAlexW2023782681MaRDI QIDQ2575451FDOQ2575451

Authors: Alessandra Iacobucci, A. Noullez 

Publication date: 9 December 2005

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://repec.org/sce2004/up.4113.1077726997.pdf

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zbMATH Keywords

business cyclesspectral methodsfrequency domain filteringHP filterBaxter-King and Christiano-Fitzgerald bandpass filters

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• Low frequency filtering and real business cycles
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Spectral Analysis of Seasonal Adjustment Procedures

Cited In (4)

• Sharp filters for short sequences
• Realisations of finite-sample frequency-selective filters
• Band-limited component estimation in time-limited economic series
• Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters

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