A simple nonlinear filter for economic time series analysis.

DOI10.1016/S0165-1765(99)00089-0zbMath1049.91517OpenAlexW1980647545MaRDI QIDQ1960370

Yi Wen, Bing Zeng

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00089-0

zbMATH Keywords

Signal processingBusiness cyclesNonlinear filter

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Time to Build and Aggregate Fluctuations
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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