Hide-and-Seek with time-series filters: a model-based Monte Carlo study

Author:

Kufenko Vadim

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Reference44 articles.

1. Armstrong J (1978) Long-range forecasting: from crystal ball to computer. A Wiley interscience publication. Wiley, Ontario

2. Balcilar M (2007) mFilter: Miscellaneous time series filters. R package version 0.1-3

3. Baum CF (2006) Time series filtering techniques in Stata. North American Stata Users’ Group meetings 2006, Stata Users Group

4. Baxter M, King RG (1995) Measuring business cycles approximate band-pass filters for economic time series. NBER Working Papers 5022, National Bureau of Economic Research, Inc

5. Baxter M, King RG (1999) Measuring business cycles: approximate band-pass filters for economic time series. Rev Econ Stat 81(4):575–593

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