Additional information is available for the following registered author(s):

• Matthias Mohr

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Paper provided by EconWPA in its series Econometrics with number 0508005.

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Date of creation: 03 Aug 2005
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Handle: RePEc:wpa:wuwpem:0508005

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Related research

Keywords: economic cycles; time series; filtering; trend-cycle decomposition; seasonality;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

This paper has been announced in the following NEP Reports:

• NEP-ALL-2005-08-13 (All new papers)
• NEP-DGE-2005-08-13 (Dynamic General Equilibrium)
• NEP-ETS-2005-08-13 (Econometric Time Series)
• NEP-MAC-2005-08-13 (Macroeconomics)

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This page was last updated on 2009-11-20.