Measuring Business Cycles in Economic Time Series /

The purpose of the manuscript is to outline and demonstrate problems with the use of the HP filter, and to propose an alternative strategy for inferring cyclical behavior from a time series that features seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy...

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Bibliographic Details

Main Author:	Kaiser, Regina
Corporate Author:	SpringerLink (Online service)
Other Authors:	Maravall, Agustín
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2001.
Series:	Lecture notes in statistics (Springer-Verlag) ; 154.
Subjects:	Statistics. Economics > Statistics. Econometrics. Economics. Electronic books.
Online Access:	Connect to the full text of this electronic book