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A simple nonlinear filter for economic time series analysis

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  • Wen, Yi
  • Zeng, Bing
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File URL: http://www.sciencedirect.com/science/article/B6V84-40GYHKP-4/2/a6a0ec7db8adece39a923de4c61d8b99
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 64 (1999)
Issue (Month): 2 (August)
Pages: 151-160

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Handle: RePEc:eee:ecolet:v:64:y:1999:i:2:p:151-160

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Web page: http://www.elsevier.com/locate/ecolet

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  1. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
  2. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
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Cited by:
  1. John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada.
  2. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
  3. Sharif Md. Raihan & Yi Wen & Bing Zeng, 2005. "Wavelet: a new tool for business cycle analysis," Working Papers 2005-050, Federal Reserve Bank of St. Louis.

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