Modelled approximations to the ideal filter with application to GDP and its components-Reference-Cited by-同舟云学术

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Modelled approximations to the ideal filter with application to GDP and its components

Published:2022-06-01 Issue:2 Volume:16 Page:
ISSN:1932-6157
Container-title:The Annals of Applied Statistics
language:
Short-container-title:Ann. Appl. Stat.

Author:

Trimbur Thomas M.¹,McElroy Tucker S.¹

Affiliation:

1. Center for Statistical Research and Methodology, U.S. Census Bureau

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Reference18 articles.

1. BASHAR, O., BHATTACHARYA, P. and WOHAR, M. (2017). The cyclicality of fiscal policy: New evidence from unobserved components approach. Journal of Macroeconomics 53 222–234.

2. BAXTER, M. and KING, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Rev. Econ. Stat. 81 575–93.

3. BELL, W. (1984). Signal extraction for nonstationary time series. Ann. Statist. 12 646–664.

4. BULLIGAN, G., BURLON, L., DELLE MONACHE, D. and SILVESTRINI, A. (2019). Real and financial cycles: Estimates using unobserved component models for the Italian economy. Stat. Methods Appl. 28 541–569.

5. BURNS, F. and MITCHELL, C. (1946). Measuring Business Cycles. National Bureau of Economic Research.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cycle Fluctuations in the U.S. Real GDP and National Income and Product Accounts Aggregates;Journal of Official Statistics;2024-08-26

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