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来源类型Working Paper
规范类型报告
DOI10.3386/w5022
来源IDWorking Paper 5022
Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series
Marianne Baxter; Robert G. King
发表日期1995-02-01
出版年1995
语种英语
摘要This paper develops a set of approximate band-pass filters designed for use in a wide range of economic applications. In particular, we design and implement a specific band-pass filter which isolates business-cycle fluctuations in macroeconomic time series. This filter was designed to isolate fluctuations in the data which persist for periods of two through eight years. This filter also 'detrends' the data, in the sense that it will render stationary time series that are integrated of order two or less, or that contain deterministic time trends. We apply our filter to several of the key macroeconomic time series, and describe the picture of the U.S. postwar business cycle that emerges from our analysis. We also provide detailed comparisons with several alternative detrending methods.
主题Econometrics ; Data Collection ; Macroeconomics ; Macroeconomic Models
URLhttps://www.nber.org/papers/w5022
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/562451
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GB/T 7714
Marianne Baxter,Robert G. King. Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series. 1995.
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