Extracting business cycles with three filters: A comparative study and application in the case of China

DOI10.1111/BOER.12344MaRDI QIDQ6076799zbMATH OpenOpenAlexFDO

Authors Naiqian Li

Publication date 17 October 2023

Published in Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/boer.12344

zbMATH Keywords

business cyclesHodrick-Prescott filterwavelet filterBaxter-King filter

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

• scientific article; zbMATH DE number 5364212
• Measuring business cycles: a wavelet analysis of economic time series
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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measuring business cycles: a wavelet analysis of economic time series
• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters

Cited in

(2)

• Multi-dimensional analysis of the Chinese trade cycle -- the construction of a multi-dimensional index and the application of a multi-dimensional analysis method
• BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX

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