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Analysis of average value of a Fourier series using z-transform: comparison with Hodrick-Prescott filter

Author

Listed:
  • Minskya, Ksovim

Abstract

This paper develops a method of analyzing average value of a complex-valued function that can be represented as a Fourier series satisfying a few realistic restrictions. This method may be useful when Discrete Fourier transform is highly inefficient, and comparison with Hodrick-Prescott filter is made.

Suggested Citation

  • Minskya, Ksovim, 2016. "Analysis of average value of a Fourier series using z-transform: comparison with Hodrick-Prescott filter," MPRA Paper 71745, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:71745
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    File URL: https://mpra.ub.uni-muenchen.de/71908/1/MPRA_paper_71908.pdf
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    References listed on IDEAS

    as
    1. King, Robert G. & Rebelo, Sergio T., 1993. "Low frequency filtering and real business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 207-231.
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    Cited by:

    1. Minskya, Ksovim, 2016. "A three-pole filter understanding of the average value of a Fourier series," MPRA Paper 71765, University Library of Munich, Germany.

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    More about this item

    Keywords

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    JEL classification:

    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
    • C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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