Filters for Short Nonstationary Sequences
| Autor: | D. S.G. Pollock |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2009 |
| Předmět: | |
| Zdroj: | Revstat Statistical Journal, Vol 7, Iss 1 (2009) |
| Druh dokumentu: | article |
| ISSN: | 1645-6726 2183-0371 |
| DOI: | 10.57805/revstat.v7i1.75 |
| Popis: | This paper gives an account of some techniques of linear filtering which can be used for extracting the business cycle from economic data sequences of limited duration. It is argued that there can be no definitive definition of the business cycle. Both the definition of the business cycle and the methods that are used to extract it must be adapted to the purposes of the analysis; and different definitions may be appropriate to different eras. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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