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Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique

Author

Listed:
  • Ibrahim Ahamada

    (PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École nationale des ponts et chaussées - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement, CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • Philippe Jolivaldt

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

L'article compare les filtres usuels(HP et BK) avec une approche basée sur la théorie des ondelettes. Une application concrète est proposée.

Suggested Citation

  • Ibrahim Ahamada & Philippe Jolivaldt, 2010. "Filtres usuels et filtre fondé sur les ondelettes : étude comparative et application au cycle économique," Post-Print halshs-00554485, HAL.
    • Handle: RePEc:hal:journl:halshs-00554485
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    References listed on IDEAS

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