Kaiser, Regina. <br/><br/>
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) .
<br/><br/>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. 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Ciclos económicos.
<br/><br/><label>Subjects--Geographic Terms: </label><br/>España.
<br/><br/><label>LC Class. No.: </label>HC 381  / .A5 no. 200417E