IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods
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- D.S.G. Pollock, . "IDEOLOG: A Program for Filtering Econometric Data -- A Synopsis of Alternative Methods," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
References listed on IDEAS
- Quenneville, Benoit & Ladiray, Dominique & Lefrancois, Bernard, 2003. "A note on Musgrave asymmetrical trend-cycle filters," International Journal of Forecasting, Elsevier, vol. 19(4), pages 727-734.
- Lawrence J. Christiano & Terry J. Fitzgerald, 2003.
"The Band Pass Filter,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 435-465, May.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band pass filter," Working Paper 9906, Federal Reserve Bank of Cleveland.
- Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components RTS00034, Boston College Department of Economics.
- Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
- D.S.G. Pollock, 2007. "Investigating Economic Trends And Cycles," Discussion Papers in Economics 07/17, Department of Economics, University of Leicester, revised Apr 2008.
- Pollock, D.S.G., 2007. "Wiener Kolmogorov Filtering, Frequency-Selective Filtering, And Polynomial Regression," Econometric Theory, Cambridge University Press, vol. 23(01), pages 71-88, February.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-07-05 (All new papers)
- NEP-ECM-2008-07-05 (Econometrics)
- NEP-ETS-2008-07-05 (Econometric Time Series)
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