CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method
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KeywordsDetrending; filtering; Christiano-Fitzgerald filter; RATS;
All these keywords.
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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