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The Frequency Analysis of the Business Cycle

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Author Info
Prof D.S.G. Pollock ()

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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.

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File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp08-12.pdf
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Publisher Info
Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 08/12.

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Date of creation: Apr 2008
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Handle: RePEc:lec:leecon:08/12

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Postal: Department of Economics University of Leicester, University Road. Leicester. LE1 7RH. UK
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Related research
Keywords: Linear filtering; Frequency-domain analysis; Flexible trends;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

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