Econometric Filters
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DOI: 10.1007/s10614-015-9543-2
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- Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
- D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
References listed on IDEAS
- D. S. G. Pollock, 2016.
"Econometric Filters,"
Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
- Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
- D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
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"The Band Pass Filter,"
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- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
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Discussion Papers in Economics
08/32, Division of Economics, School of Business, University of Leicester.
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Citations
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Cited by:
- Carlos Medel, 2017.
"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
- Luis J. Álvarez, 2017.
"Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression,"
Econometrics, MDPI, vol. 5(1), pages 1, January.
- Luis J. Álvarez, 2017. "Business cycle estimation with high-pass and band-pass local polynomial regression," Working Papers 1702, Banco de España.
- Carlos A. Medel, 2018.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- D. S. G. Pollock, 2016.
"Econometric Filters,"
Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 669-691, December.
- Stephen Pollock, 2014. "Econometric Filters," Discussion Papers in Economics 14/07, Division of Economics, School of Business, University of Leicester.
- D.S.G. Pollock, 2017. "Econometric Filters," Discussion Papers in Economics 17/01, Division of Economics, School of Business, University of Leicester.
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Keywords
Time series; Spectral analysis; Business cycles; Turning points; Seasonality;All these keywords.
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