Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

Keywords

Business cycle, Filter (signal processing), Series (stratigraphy), Set (abstract data type), Hodrick–Prescott filter

References

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• Endogénéité des critères d'une zone monétaire optimale: un réexamen [Endogeneity of the optimum currency area criteria: a re-examination]Vigninou Gammadigbé — 2013
• Monthly US business cycle indicators: a new multivariate approach based on a band-pass filterMartyna Marczak, Vı́ctor Gómez — 2017
• Statistical Nonlinearities in the Business CycleDiego Valderrama — 2003
• Trois essais sur la croissance, la pauvreté et les propriétés cycliques de la politique budgétaireOumar Diallo — 2006
• Business Cycle Features In The Iranian EconomyAsghar Shahmoradi, A Tayebnia, Hossein Kavand — 2011
• Essays on Macroeconomics in the Frequency DomainRoberto Pancrazi — 2010
• Accounting For Canada¡¯S Economic GrowthStephen Kosempel, Kenneth I Carlaw — 2003
• Essays on Inflation VolatilityShesadri Banerjee — 2013
• Expectations and macroeconomics: learning and loose commitmentRicardo Nunes — 2007
• Using penalized spline, generalized additive model and mixed model regression techniques to examine univariate and multivariate time series and in particular business cyclesTimo Teuber — 2013
• Business Cycle Synchronization and Vertical Trade Integration: A Case Study of the Eurozone and East AsiaAyako Saiki, Sunghyun Kim — 2018
• Propriétés cycliques des transferts de fonds des migrants marocainsFarid Makhlouf — 2014
• Real-Time Filtering: Using the Multivariate DFA to Monitor the US Business CycleMarc Wildi, Jan‐Egbert Sturm — 2008
• Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]ramzi knani, ali fredj — 2010
• Long term international GDP projectionsWilson Au Yeung, Michael A. Kouparitsas, Nghi Luu — 2013
• The Cyclical Structure of the British Stock Market Returns. An Approach Based on Long Memory CyclesLuis A. Gil-Alaña — 2017
• Do survey indicators let us see the business cycle? A frequency decomposition. NBB Working Papers. No. 131, 27 March 2008L. Dresse, Christophe Van Nieuwenhuyze — 2008
• Inflation Targeting: What Inflation to Target?∗Kevin X. D. Huang, Zheng Liu — 2004
• Machine-learning classification techniques for the analysis and prediction of high-frequency stock directionMichael Rechenthin — 2014

Related papers

• Postwar U.S. Business Cycles: An Empirical InvestigationRobert J. Hodrick, Edward C. Prescott — 1997
• Detrending, stylized facts and the business cycleAndrew Harvey, Albert Jaeger — 1993
• Time to Build and Aggregate FluctuationsFinn E. Kydland, Edward C. Prescott — 1982
• Time Series Analysis.Jörg Breitung, James D. Hamilton — 1995
• Low Frequency Filtering And Real Business CyclesRobert G. King, Sérgio Rebelo — 1993
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle researchTimothy Cogley, James M. Nason — 1995
• A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’☆Stephen Beveridge, Charles R. Nelson — 1981
• Measuring Business Cycles Approximate Band-Pass Filters for Economic Time SeriesMarianne Baxter, Robert King — 1999
• International evidence on the historical properties of business cyclesDavid Backus, Patrick J. Kehoe — 1992
• Detrending and business cycle factsFabio Canova — 1998