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A simple nonlinear filter for economic time series analysis

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  • Wen, Yi
  • Zeng, Bing

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  • Wen, Yi & Zeng, Bing, 1999. "A simple nonlinear filter for economic time series analysis," Economics Letters, Elsevier, vol. 64(2), pages 151-160, August.
    • Handle: RePEc:eee:ecolet:v:64:y:1999:i:2:p:151-160
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    References listed on IDEAS

    as
    1. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
    2. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
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    Cited by:

    1. Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes, 2022. "Nowcasting the Portuguese GDP with Monthly Data," Papers 2206.06823, arXiv.org.
    2. João B. Assunção & Pedro Afonso Fernandes, 2022. "Nowcasting GDP: An Application to Portugal," Forecasting, MDPI, vol. 4(3), pages 1-15, August.
    3. Miguel Arranz & Alvaro Escribano, 2004. "Outliers - robust ECM cointegration tests based on the trend components," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(4), pages 243-266, December.
    4. John Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
    5. Sharif Md. Raihan & Yi Wen & Bing Zeng, 2005. "Wavelet: a new tool for business cycle analysis," Working Papers 2005-050, Federal Reserve Bank of St. Louis.
    6. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    7. Arranz, Miguel A. & Escribano, Álvaro & Mármol, Francesc, 2002. "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," UC3M Working papers. Economics we20091101, Universidad Carlos III de Madrid. Departamento de Economía.

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