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• David Stephen Pollock

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 99 (2000)
Issue (Month): 2 (December)
Pages: 317-334
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Handle: RePEc:eee:econom:v:99:y:2000:i:2:p:317-334

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics. [Downloadable!]
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   • Dimitrios D. Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Paper Series 14-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
2. Ard den Reijer, 2006. "The Dutch business cycle: which indicators should we monitor?," DNB Working Papers 100, Netherlands Central Bank, Research Department. [Downloadable!]
3. Tommaso Proietti, 2004. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometrics 0403007, EconWPA. [Downloadable!]
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   • Tommaso Proietti, 2006. "On the Model Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," CEIS Research Paper 84, Tor Vergata University, CEIS. [Downloadable!]
   • Tommaso Proietti, 2009. "On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates," Econometric Reviews, Taylor and Francis Journals, vol. 28(1-3), pages 186-208. [Downloadable!] (restricted)
4. Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47. [Downloadable!]
5. Luca Benati, . "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England. [Downloadable!]
6. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada. [Downloadable!]
7. D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
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   • D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Department of Economics, University of Leicester. [Downloadable!]

Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2010-1-4.