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The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series
3 references·16 citing·46 second hop
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited

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  • 2008The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics55 cited
  • 2005Combining filter design with model-based filtering (with an application to business-cycle estimation)51 cited
  • 2010Extracting a robust US business cycle using a time‐varying multivariate model‐based bandpass filter48 cited
  • 2015A state-dependent model for inflation forecasting39 cited
  • 2017Estimating South Africa's Output Gap and Potential Growth Rate

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35 cited
  • 2019Economic cycle and deceleration of female labor force participation in Latin America33 cited
  • 2015Tests for serial dependence in static, non-Gaussian factor models31 cited
  • 2011Identification of Slowdowns and Accelerations for the Euro Area Economy*29 cited
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