A frequency selective filter for short-length time series

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

A. Noullez, Alessandra Iacobucci

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

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

• Low frequency filtering and real business cycles
• Spectral Analysis of Seasonal Adjustment Procedures
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Cited In (2)

• Realisations of finite-sample frequency-selective filters
• TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS

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