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The Frequency Analysis of the Business Cycle

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  • Prof D.S.G. Pollock

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Abstract

An account is given of some techniques of linear filtering that can be used for extracting the business cycle from economic data sequences of limited duration. It is argued that there can be no definitive definition of the business cycle. Both the definition of the business cycle and the methods that are used to extract it must be adapted to the purposes of the analysis; and different definitions may be appropriate to different eras.

Suggested Citation

  • Prof D.S.G. Pollock, 2008. "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics 08/12, Department of Economics, University of Leicester.
  • Handle: RePEc:lec:leecon:08/12
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    File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp08-12.pdf
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    References listed on IDEAS

    as
    1. Alessandra Iacobucci & Alain Noullez, 2005. "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 75-102, February.
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    Cited by:

    1. Dapontas Dimitrios & Evangelopoulos Panagiotis, 2013. "Has the NAFTA Foundation Affected Business Cycles Length? An Introduction," Scientific Annals of Economics and Business, De Gruyter Open, vol. 60(1), pages 145-153, July.

    More about this item

    Keywords

    Linear filtering; Frequency-domain analysis; Flexible trends;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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