Articlegreen1999

Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

2,829 citations0/0 files storedThe Review of Economics and Statistics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Unemployment and Economic Growth

Abstract

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.

Citations in this library

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing

Cited by

2002An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations 1999The Band Pass Filter 2012Macroeconomic Effects of Financial Shocks 2004When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies 2012Disentangling the Channels of the 2007–09 Recession 2006Medium-Term Business Cycles 2004Trade, Finance, Specialization, and Synchronization

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