A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
DOI10.1080/07474930802387837zbMATH Open1161.62062OpenAlexW2098413661MaRDI QIDQ3615076FDOQ3615076
Authors: Estela Bee Dagum, Alessandra Luati 
Publication date: 17 March 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930802387837
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Cites Work
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- Effects of the Hodrick-Prescott filter on trend and difference stationary time series
- A linear transformation and its properties with special applications in time series filtering
- Global and local statistical properties of fixed-length nonparametric smoothers
Cited In (7)
- Time series modeling and decomposition
- Real time estimation in local polynomial regression, with application to trend-cycle analysis
- A new set of asymmetric filters for tracking the short-term trend in real-time
- Spectral filtering for trend estimation
- Monitoring the direction of the short-term trend of economic indicators
- Optimal real-time filters for linear prediction problems
- Trend-cycle detection as a filtering problem
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