The Frequency Analysis of the Business Cycle

David Pollock ()

No 08/12, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Abstract: An account is given of some techniques of linear filtering that 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 filtering; Frequency-domain analysis; Flexible trends (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2008-04
New Economics Papers: this item is included in nep-bec, nep-ets and nep-mac
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Citations: View citations in EconPapers (1)

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