Extracting business cycles with three filters: A comparative study and application in the case of China

DOI10.1111/BOER.12344zbMath1530.91393OpenAlexW4280630397MaRDI QIDQ6076799

Naiqian Li, Unnamed Author

Publication date: 17 October 2023

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12344

zbMATH Keywords

business cyclesHodrick-Prescott filterwavelet filterBaxter-King filter

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Unnamed Item
• Effects of the Hodrick-Prescott filter on trend and difference stationary time series
• Measuring business cycles: a wavelet analysis of economic time series
• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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