Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect
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References listed on IDEAS
- Hodrick, Robert J & Prescott, Edward C, 1997.
"Postwar U.S. Business Cycles: An Empirical Investigation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 29(1), pages 1-16, February.
- Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Melvin J. Hinich & John Foster & Philip Wild, 2008. "An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles," Discussion Papers Series 358, School of Economics, University of Queensland, Australia.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-25 (All new papers)
- NEP-ECM-2008-03-25 (Econometrics)
- NEP-MAC-2008-03-25 (Macroeconomics)
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