Econometric Filters

Author:

Pollock D. S. G.

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Reference23 articles.

1. Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics, 81, 575–593.

2. Bry, G., & Boschan, C. (1971). Cyclical analysis of time series: Selected procedures and computer programs. New York: National Bureau of Economic Research.

3. Burns, A.M., & Mitchell, W.C. (1946). Measuring business cycles, New York: National Bureau of Economic Research. Available in electronic form at the address http://papers.nber.org/books/burn46-1

4. Butterworth, S. (1930). On the theory of filter amplifiers. Experimental Wireless and the Wireless Engineer, 7, 536–541.

5. Christiano, L. J., & Fitzgerald, T. J. (2003). The band-pass filter. International Economic Review, 44, 435–465.

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