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The frequency analysis of the business cycle

By D.S.G. Pollock


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

Topics: Linear filtering, Frequency-domain analysis, Flexible trends
Publisher: Dept. of Economics, University of Leicester
Year: 2008
OAI identifier:

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