A note on Musgrave asymmetrical trend-cycle filters
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 19 (2003)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/ijforecast
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.:
- Findley, David F, et al, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 127-52, April.
- 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.
- D.S.G. Pollock, 2009. "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
- Bianconcini, Silvia & Quenneville, Benoit, 2010. "Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 553-574, Diciembre.
- Ladiray, Dominique & Quenneville, Benoit, 2004. "Implementation issues on shrinkage estimators for seasonal factors within the X-11 seasonal adjustment method," International Journal of Forecasting, Elsevier, vol. 20(4), pages 557-560.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008.
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