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Trend estimation and de-trending via rational square-wave filters

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  • Pollock, D. S. G.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4177NV5-5/2/2882f2e74531437e4fe76cc4ddacd063
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Bibliographic Info

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

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  1. Timothy Cogley & James M. Nason, 1993. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research," Working Papers in Applied Economic Theory 93-01, Federal Reserve Bank of San Francisco.
  2. King, Robert G. & Rebelo, Sergio T., 1993. "Low frequency filtering and real business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 207-231.
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