Combining filter design with model-based filtering (with an application to business-cycle estimation) /
Kaiser, Regina.
Combining filter design with model-based filtering (with an application to business-cycle estimation) / Regina Kaiser and Agustín Maravall. - Madrid : Banco de España, 2004. - 41 páginas : ilustraciones a blanco y negro ; 30 cm. - Documentos de trabajo, 0417 0213-2710 ; . - Servicio de estudios. Documentos de trabajo (Banco de España) .
1. Introduction and summary, 11 -- 2. Filter design and arima-model- based filtering, 13 -- 3. Relationship between APD and AMB filters, 20 -- 4. An application to trend and cycle estimation with the Hodrick-Prescott filter, 23 -- References, 40.
Ciclos económicos.
España.
HC 381 / .A5 no. 200417E
Combining filter design with model-based filtering (with an application to business-cycle estimation) / Regina Kaiser and Agustín Maravall. - Madrid : Banco de España, 2004. - 41 páginas : ilustraciones a blanco y negro ; 30 cm. - Documentos de trabajo, 0417 0213-2710 ; . - Servicio de estudios. Documentos de trabajo (Banco de España) .
1. Introduction and summary, 11 -- 2. Filter design and arima-model- based filtering, 13 -- 3. Relationship between APD and AMB filters, 20 -- 4. An application to trend and cycle estimation with the Hodrick-Prescott filter, 23 -- References, 40.
Ciclos económicos.
España.
HC 381 / .A5 no. 200417E