TY  - BOOK
AU  - Kaiser, Regina.
AU  - Maravall, Agustín.
TI  - Combining filter design with model-based filtering (with an application to business-cycle estimation)
T2  - Documentos de trabajo,
AV  - HC 381 .A5 no. 200417E
PY  - 2004///
CY  - Madrid
PB  - Banco de España
KW  - Ciclos económicos
KW  - España
N1  - 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
ER  -