The Band Pass Filter
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- 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 Papers (Old Series) 9906, Federal Reserve Bank of Cleveland.
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JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-1999-08-04 (Dynamic General Equilibrium)
- NEP-ECM-1999-08-04 (Econometrics)
- NEP-ETS-1999-08-04 (Econometric Time Series)
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