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Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas

  • Marios Fridakis

    (Athens University of Economics and Business, Athens, Greece)

  • Alexandra Livada

    (Athens University of Economics and Business, Athens, Greece)

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    This paper considers different detrending methods and analyses the effects that they each have on the cyclical behaviour of economic time series. The detrending filters are then applied on U.S. and U.K. macroeconomic series and different criteria are used to indicate the performance of the filters and to see if any can be considered superior in their task.

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    Article provided by Cyprus Economic Society and University of Cyprus in its journal Ekonomia.

    Volume (Year): 5 (2001)
    Issue (Month): 1 (Summer)
    Pages: 84-109

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    Handle: RePEc:ekn:ekonom:v:5:y:2001:i:1:p:84-109
    Contact details of provider: Web page: http://www.ekonomia.ucy.ac.cy/
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