Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series
The Review of Economics and Statistics
1999
open access
Band-pass filters are useful in a wide range of economic contexts. This paper develops a set of approximate band-pass filters and illustrates their application to measuring the business-cycle component of macroeconomic activity. Detailed comparisons are made with several alternative filters commonly used for extracting business-cycle components.
- DOI
- 10.1162/003465399558454
- Volume
- 81 (4)
- Pages
- 575-593
- Language
- en
- Export
- BibTeX
- Sources
- openalex crossref