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Author: | Baxter, M. King, R. |
Title: | Measuring business cycles: approximate band-pass filters for economic time series |
Journal: | Review of Economics and Statistics
1999 : NOV, VOL. 81:4, p. 575-593 |
Index terms: | STATISTICS ECONOMICS BUSINESS CYCLES |
Language: | eng |
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. |
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