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The Frequency Analysis of the Business Cycle

Author

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  • Prof D.S.G. Pollock

Abstract

An account is given of some techniques of linear filtering that can be used for extracting the business cycle from economic data sequences of limited duration. It is argued that there can be no definitive definition of the business cycle. Both the definition of the business cycle and the methods that are used to extract it must be adapted to the purposes of the analysis; and different definitions may be appropriate to different eras.

Suggested Citation

  • Prof D.S.G. Pollock, 2008. "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics 08/12, Division of Economics, School of Business, University of Leicester.
    • Handle: RePEc:lec:leecon:08/12
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    File URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp08-12.pdf
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    Cited by:

    1. Dapontas Dimitrios & Evangelopoulos Panagiotis, 2013. "Has the NAFTA Foundation Affected Business Cycles Length? An Introduction," Scientific Annals of Economics and Business, Sciendo, vol. 60(1), pages 145-153, July.

    More about this item

    Keywords

    Linear filtering; Frequency-domain analysis; Flexible trends;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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