Combining filter design with model-based filtering (with an application to business-cycle estimation)
Article Abstract:
Concepts such as ARIMA-model-based filters, Hodrick-Prescott filter, trend and cycle estimation, etc. are examined. The combination of filter design and model-based filtering that can be used in the analysis of business-cycles is discussed.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
Forecasts, trends, outlooks, Analysis, Usage, Forecasts and trends, Market trend/market analysis, Business cycles, Econometric models
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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Exact smoothing for stationary and non-stationary time series
Article Abstract:
An analysis of the relationship of fixed-interval smoothed moments and moments from an arbitrarily initialized smoother is discussed.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2000
Economics, Research and Development in the Social Sciences and Humanities, Models
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2000
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