Add to ORKGP(論文)We compare distortionary effects of time-invariant linear filters used in the economic literature. We investigate the HP filter (Hodrick and Prescott, 1997), the Butterworth filters, and BK filter (Baxter and King, 1999) in filtering real GDP of Japan. We find that the tangent-based Butterworth has the smallest distortion.departmental bulletin pape
In this paper we examine the postwar Japanese GDP volatility by alternative detrending methods. We a...
The article explores and illustrates some of the typical trade-offs which arise in designing filters...
Many empirical studies have applied the Hodrick-Prescott \u85lter in cross-country comparisons of bu...
We compare distortionary effects of time-invariant linear filters used in the economic literature. W...
This paper investigates filtering performance of the Baxter-King filter, Christiano-Fitzgerald filte...
This paper investigates performance of different bandpass filters to replicate the reference dates o...
This paper has investigated the phase-shift effects, the compression and the leakage effects of comm...
This work uses the Hodrick and Prescott filter (HP), the Band-Pass filter (BP), and a theoretical de...
Tuning order parameters of the Butterworth filters makes it possible to extract certain cyclical com...
Many empirical studies of business cycles have followed the practise of applying the Hodrick-Prescot...
In business cycle research, smoothing data is an essential step in that it can influence the extent ...
The authors assess the ability of the Hodrick-Prescott filter (HP) and the band-pass filter proposed...
It is common practice in business cycle analysis for researchers to filter out low frequency compone...
For assessing in real time the short-term trend of major economic indicators, official statistical a...
The article explores and illustrates some of the typical trade-offs which arise in designing filters...
In this paper we examine the postwar Japanese GDP volatility by alternative detrending methods. We a...
The article explores and illustrates some of the typical trade-offs which arise in designing filters...
Many empirical studies have applied the Hodrick-Prescott \u85lter in cross-country comparisons of bu...
We compare distortionary effects of time-invariant linear filters used in the economic literature. W...
This paper investigates filtering performance of the Baxter-King filter, Christiano-Fitzgerald filte...
This paper investigates performance of different bandpass filters to replicate the reference dates o...
This paper has investigated the phase-shift effects, the compression and the leakage effects of comm...
This work uses the Hodrick and Prescott filter (HP), the Band-Pass filter (BP), and a theoretical de...
Tuning order parameters of the Butterworth filters makes it possible to extract certain cyclical com...
Many empirical studies of business cycles have followed the practise of applying the Hodrick-Prescot...
In business cycle research, smoothing data is an essential step in that it can influence the extent ...
The authors assess the ability of the Hodrick-Prescott filter (HP) and the band-pass filter proposed...
It is common practice in business cycle analysis for researchers to filter out low frequency compone...
For assessing in real time the short-term trend of major economic indicators, official statistical a...
The article explores and illustrates some of the typical trade-offs which arise in designing filters...
In this paper we examine the postwar Japanese GDP volatility by alternative detrending methods. We a...
The article explores and illustrates some of the typical trade-offs which arise in designing filters...
Many empirical studies have applied the Hodrick-Prescott \u85lter in cross-country comparisons of bu...