Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas

Marios Fridakis and Alexandra Livada
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Marios Fridakis: Athens University of Economics and Business, Athens, Greece
Alexandra Livada: Athens University of Economics and Business, Athens, Greece

Ekonomia, 2001, vol. 5, issue 1, 84-109

Abstract: This paper considers different detrending methods and analyses the effects that they each have on the cyclical behaviour of economic time series. The detrending filters are then applied on U.S. and U.K. macroeconomic series and different criteria are used to indicate the performance of the filters and to see if any can be considered superior in their task.

JEL-codes: C1 E3 (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:ekn:ekonom:v:5:y:2001:i:1:p:84-109

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