The Band Pass Filter*
Top Cited Papers
- 1 May 2003
- journal article
- Published by Wiley in International Economic Review
- Vol. 44 (2), 435-465
- https://doi.org/10.1111/1468-2354.t01-1-00076
Abstract
No abstract availableKeywords
Other Versions
This publication has 19 references indexed in Scilit:
- The Unreliability of Output-Gap Estimates in Real TimeThe Review of Economics and Statistics, 2002
- On Adjusting the Hodrick-Prescott Filter for the Frequency of ObservationsThe Review of Economics and Statistics, 2002
- Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time SeriesThe Review of Economics and Statistics, 1999
- Postwar U.S. Business Cycles: An Empirical InvestigationJournal of Money, Credit and Banking, 1997
- Small-Sample Properties of GMM for Business-Cycle AnalysisJournal of Business & Economic Statistics, 1996
- Output Gaps. Some evidence from the UK, France and GermanyNational Institute Economic Review, 1995
- The post-war U.S. phillips curve: a revisionist econometric historyCarnegie-Rochester Conference Series on Public Policy, 1994
- Low frequency filtering and real business cyclesJournal of Economic Dynamics and Control, 1993
- The Role of Approximate Prior Restrictions in Distributed Lag EstimationJournal of the American Statistical Association, 1972
- The Role of Approximate Prior Restrictions in Distributed Lag EstimationJournal of the American Statistical Association, 1972