Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas
AbstractThis paper considers different detrending methods and analyses the effects that they each have on the cyclical behaviour of economic time series. The detrending filters are then applied on U.S. and U.K. macroeconomic series and different criteria are used to indicate the performance of the filters and to see if any can be considered superior in their task.
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Bibliographic InfoArticle provided by Cyprus Economic Society and University of Cyprus in its journal Ekonomia.
Volume (Year): 5 (2001)
Issue (Month): 1 (Summer)
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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