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On fractional filtering versus conventional filtering in economics
Authors
Baleanu D.
Nigmatullin R.
Omay T.
Publication date
29 February 2020
Publisher
Abstract
In this study, we compare the Hodrick-Prescott Filter technique with the Fractional filtering technique that has recently started to be used in various applied sciences like physics, engineering, and biology. We apply these filtering techniques to quarterly GDP data from Turkey for the period 1988:1-2003:2. The filtered series are analyzed using Minimum Square Error (MSE) and real life evidence. In the second part of the study, we use simulated data to analyze the statistical properties of the aforementioned filtering techniques. © 2009 Elsevier B.V. All rights reserved
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National Open Repository Aggregator (NORA)
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oai:rour.neicon.ru:rour/176911
Last time updated on 04/04/2020
National Open Repository Aggregator (NORA)
See this paper in CORE
Go to the repository landing page
Download from data provider
oai:rour.neicon.ru:rour/138034
Last time updated on 04/04/2020