Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering
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References listed on IDEAS
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Cited by:
- knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques [globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
- Hui Feng & David E. Giles, 2007.
"Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence,"
Econometrics Working Papers
0710, Department of Economics, University of Victoria.
- Hui Feng & David E. Giles, 2009. "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers 0903, Department of Economics, University of Victoria.
- Shepherd, David & Shi, Francis K.C., 2006. "Fuzzy modelling and estimation of economic relationships," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 417-433, November.
- Erfani , Alireza & Safari , Solmaz, 2014. "Estimation of Seigniorage Laffer curve in Iran: A Fuzzy C-Means Clustering Framework," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(1), pages 93-115, October.
- Hui Feng, 2011. "Forecasting comparison between two nonlinear models: fuzzy regression versus SETAR," Applied Economics Letters, Taylor & Francis Journals, vol. 18(17), pages 1623-1627.
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More about this item
Keywords
Fuzzy filter; fuzzy clustering; business cycle; trend extraction; HP filter;All these keywords.
JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2005-01-02 (Computational Economics)
- NEP-ECM-2005-01-02 (Econometrics)
- NEP-ETS-2005-01-02 (Econometric Time Series)
- NEP-MAC-2005-01-02 (Macroeconomics)
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