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A Frequency Selective Filter for Short-Length Time Series

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Author Info
Alessandra Iacobucci () (Observatoire Français des Conjonctures Économiques)
Alain Noullez () (OCA - Nice)

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Abstract

An effective and easy-to-implement frequency filter is designed by convolving a Hamming window with the ideal rectangular filter response function. Three other filters (Hodrick-Prescott, Baxter-King, and Christiano-Fitzgerald) are critically reviewed. The behavior of the Hamming-windowed filter is compared to the others through their frequency responses and by applying them both to an artificial, known-structure series and the Euro zone GDP quarterly series. As for the Hodrick-Prescott filter, a bandpass version of it is used. The Hamming-windowed filter has almost no leakage and is thus much better than the others at eliminating high frequency components, while the response in the passband is significantly flatter. Moreover, its behavior at low frequencies ensures a better removal of undesired long-term components. Those improvements are particularly evident when working with short-length time series, which are common in Macroeconomics. The proposed filter is stationary, symmetric, uses all the information contained in the raw data and stationarizes series integrated up to order two. It thus proves to be a good candidate for extracting frequency-defined business cycle components.

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Paper provided by Observatoire Francais des Conjonctures Economiques (OFCE) in its series Documents de Travail de l'OFCE with number 2004-05.

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Date of creation: 2004
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Handle: RePEc:fce:doctra:0405

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Related research
Keywords: Spectral methods frequency selective filters Hodrick-Prescott Baxter-King and Christiano-Fitzgerald bandpass filters business cycles.

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Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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References listed on IDEAS
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. Ravn, Morten O. & Uhlig, Harald, 2001. "On Adjusting the HP-Filter for the Frequency of Observations," CEPR Discussion Papers 2858, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Stock, James H. & Watson, Mark W., 1999. "Business cycle fluctuations in us macroeconomic time series," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64 Elsevier. [Downloadable!] (restricted)
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  3. Haldane, Andrew & Quah, Danny, 1999. "UK Phillips Curves and Monetary Policy," CEPR Discussion Papers 2292, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
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  5. Andrew C. Harvey & Thomas M. Trimbur, 2003. "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 244-255, 03. [Downloadable!] (restricted)
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  6. Christian J. Murray, 2003. "Cyclical Properties of Baxter-King Filtered Time Series," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 472-476, 03. [Downloadable!] (restricted)
  7. Andrew Harvey, 2004. "Trend estimation, signal-noise ratios and the frequency of observations," Econometric Society 2004 Australasian Meetings 343, Econometric Society.
  8. Gomez, Victor, 2001. "The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 365-73, July.
  9. Luca Benati, . "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England. [Downloadable!]
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Cited by:
(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. Matthieu Lemoine, 2005. "A model of the stochastic convergence between business cycles," Documents de Travail de l'OFCE 2005-05, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
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