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

DOI10.1111/BOER.12344zbMATH Open1530.91393OpenAlexW4280630397MaRDI QIDQ6076799FDOQ6076799

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

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zbMATH Keywords

business cyclesHodrick-Prescott filterwavelet filterBaxter-King filter

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• Title not available (Why is that?)
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
• Measuring business cycles: a wavelet analysis of economic time series

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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