A Trend-Cycle(-Season) Filter
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More about this item
Keywordseconomic cycles; time series; filtering; trend-cycle decomposition; seasonality;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2005-08-13 (Dynamic General Equilibrium)
- NEP-ECM-2005-08-13 (Econometrics)
- NEP-ETS-2005-08-13 (Econometric Time Series)
- NEP-MAC-2005-08-13 (Macroeconomics)
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