IDEAS home Printed from https://ideas.repec.org/r/hal/journl/hal-02477702.html
   My bibliography  Save this item

A Frequency Selective Filter for Short-Length Time Series

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. David Shepherd & Robert Dixon, 2008. "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, March.
  2. repec:prg:jnlpep:v:preprint:id:512:p:1-18 is not listed on IDEAS
  3. Robert Dixon & David Shepherd, 2013. "Regional Dimensions of the Australian Business Cycle," Regional Studies, Taylor & Francis Journals, vol. 47(2), pages 264-281, February.
  4. Kapounek, Svatopluk & Kučerová, Zuzana, 2019. "Historical decoupling in the EU: Evidence from time-frequency analysis," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 265-280.
  5. Verbrugge, Randal & Zaman, Saeed, 2023. "The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model," Energy Economics, Elsevier, vol. 123(C).
  6. repec:hal:spmain:info:hdl:2441/5l6uh8ogmqildh09h560mit97 is not listed on IDEAS
  7. Svatopluk Kapounek & Jitka Poměnková, 2012. "Spurious synchronization of business cycles - Dynamic correlation analysis of V4 countries," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(4), pages 181-188.
  8. D.S.G. Pollock, 2008. "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/32, Division of Economics, School of Business, University of Leicester.
  9. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy.
  10. Zhu, Bo & Chen, Yuguo & Cheng, Jia-Chi, 2023. "Business cycle and cost structure," International Review of Financial Analysis, Elsevier, vol. 89(C).
  11. Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2013. "Has India emerged? Business cycle stylized facts from a transitioning economy," Structural Change and Economic Dynamics, Elsevier, vol. 24(C), pages 157-172.
  12. Christos Alexakis & Michael Dowling & Konstantinos Eleftheriou & Michael Polemis, 2021. "Textual Machine Learning: An Application to Computational Economics Research," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 369-385, January.
  13. Richard Ashley & Randal J. Verbrugge, 2015. "Persistence Dependence in Empirical Relations: The Velocity of Money," Working Papers (Old Series) 1530, Federal Reserve Bank of Cleveland.
  14. repec:hal:wpspec:info:hdl:2441/6152 is not listed on IDEAS
  15. Jitka Poměnková & Roman Maršálek, 2015. "Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(5), pages 485-502.
  16. Jovanovic, Branimir, 2007. "Calculating the Fundamental Equilibrium Exchange Rate of the Macedonian Denar," MPRA Paper 43161, University Library of Munich, Germany.
  17. repec:spo:wpmain:info:hdl:2441/5l6uh8ogmqildh09h560mit97 is not listed on IDEAS
  18. Vadim Kufenko, 2020. "Hide-and-Seek with time-series filters: a model-based Monte Carlo study," Empirical Economics, Springer, vol. 59(5), pages 2335-2361, November.
  19. Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Sandrine Levasseur, 2009. "De la crise financière à la crise économique," Post-Print hal-03476072, HAL.
  20. Kufenko, Vadim, 2016. "Spurious periodicities in cliometric series: Simultaneous testing," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 48/2016, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
  21. Jérôme Creel & Francesco Saraceno, 2008. "Automatic Stabilisation, Discretionary Policy and the Stability Pact," SciencePo Working papers Main hal-00973049, HAL.
  22. Pasch, Sandra & Dany-Knedlik, Geraldine, 2020. "On the cyclicity of the income distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224654, Verein für Socialpolitik / German Economic Association.
  23. Zhu, Bo & Yuan, Menglin, 2022. "The business cycle and cost structure’s adjustment speed," Research in International Business and Finance, Elsevier, vol. 62(C).
  24. repec:spo:wpecon:info:hdl:2441/6152 is not listed on IDEAS
  25. Randal Verbrugge & Saeed Zaman, 2024. "Post‐COVID inflation dynamics: Higher for longer," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 871-893, July.
  26. Roman Marsalek & Jitka Pomenkova & Svatopluk Kapounek, 2014. "A Wavelet-Based Approach to Filter Out Symmetric Macroeconomic Shocks," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 477-488, December.
  27. Zuzana Kucerova & Jitka Pomenkova, 2014. "Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach," MENDELU Working Papers in Business and Economics 2014-45, Mendel University in Brno, Faculty of Business and Economics.
  28. Mateusz Tomal, 2022. "Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals," Empirical Economics, Springer, vol. 62(4), pages 2023-2055, April.
  29. Matthieu Lemoine, 2005. "A model of the stochastic convergence between business cycles," Documents de Travail de l'OFCE 2005-05, Observatoire Francais des Conjonctures Economiques (OFCE).
  30. repec:hal:spmain:info:hdl:2441/6152 is not listed on IDEAS
  31. Mésonnier, J-S., 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers 157, Banque de France.
  32. Mehdi Bhoury & Mohamed Slim Mouha, 2015. "Characteristics of the Tunisian Business Cycle and its International Synchronization," IHEID Working Papers 16-2015, Economics Section, The Graduate Institute of International Studies.
  33. repec:spo:wpmain:info:hdl:2441/6152 is not listed on IDEAS
  34. Jitka Poměnková & Svatopluk Kapounek & Roman Maršálek, 2014. "Variability of Dynamic Correlation - The Evidence of Sector-Specific Shocks in V4 Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(3), pages 371-387.
  35. Matteo Pelagatti & Valeria Negri, 2008. "Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle," Working Papers 20080601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  36. repec:prg:jnlpep:v:2015:y:2015:i:5:id:512:p:1-18 is not listed on IDEAS
  37. Schoch, Tobias & Staub, Kaspar & Pfister, Christian, 2012. "Social inequality and the biological standard of living: An anthropometric analysis of Swiss conscription data, 1875–1950," Economics & Human Biology, Elsevier, vol. 10(2), pages 154-173.
  38. David Shepherd & Robert Dixon, 2010. "The not-so-great moderation? Evidence on changing volatility from Australian regions," Department of Economics - Working Papers Series 1090, The University of Melbourne.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.