Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle

Stephen Pollock ()
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Stephen Pollock: University of Leicester, Department of Economics

A chapter in COMPSTAT 2008, 2008, pp 531-545 from Springer

Abstract: Abstract This paper gives an account of some techniques of linear filtering which can be used for extracting the business cycle from economic data sequences of limited duration. It is argued that there can be no definitive definition of the business cycle. Both the definition of the business cycle and the methods that are used to extract it must be adapted to the purposes of the analysis; and different definitions may be appropriate to different eras.

Keywords: linear filters; spectral analysis; business cycles (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2084-3_43

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DOI: 10.1007/978-3-7908-2084-3_43

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