Cycles, syllogisms and semantics: examining the idea of spurious cycles

DOI10.1515/JTSE-2012-0033zbMath1462.62733OpenAlexW2104093298MaRDI QIDQ1695653

D. Stephen G. Pollock

Publication date: 7 February 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp14-03.pdf

zbMATH Keywords

business cycleslinear filtersspurious fluctuations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic growth models (91B62)

Cites Work

• Realisations of finite-sample frequency-selective filters
• Low frequency filtering and real business cycles
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Trend estimation and de-trending via rational square-wave filters
• Spurious Periodicity in Inappropriately Detrended Time Series
• A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
• The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
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