A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
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- Luis J. Álvarez, 2017.
"Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression,"
MDPI, Open Access Journal, vol. 5(1), pages 1-11, January.
- Luis J. Álvarez, 2017. "Business cycle estimation with high-pass and band-pass local polynomial regression," Working Papers 1702, Banco de España;Working Papers Homepage.
- Dagum, Estela Bee, 2010. "Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 577-594, Diciembre.
- Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008.
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KeywordsFalse turning points; Gain function; Smoothing; Symmetric linear filter; 13-Term Henderson filter;
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