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Volumn 89, Issue 3, 2005, Pages 287-293

Detrending time-aggregated data

Author keywords

Aggregation; Aliasing; Detrending; Filters; Spectral

Indexed keywords


EID: 27744544951     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2005.06.001     Document Type: Article
Times cited : (5)

References (12)
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    • High-frequency real business cycle models
    • D. Aadland High-frequency real business cycle models Journal of Monetary Economics 48 2 2001 271-292
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    • Aadland, D.1
  • 2
    • 0002302795 scopus 로고    scopus 로고
    • Business cycles in international historical perspective
    • S. Basu A.M. Taylor Business cycles in international historical perspective Journal of Economic Perspectives 13 2 1999 45-68
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    • Basu, S.1    Taylor, A.M.2
  • 3
    • 0037596892 scopus 로고    scopus 로고
    • Measuring business cycles: Approximate band-pass filters for economic time series
    • M. Baxter R.G. King Measuring business cycles: Approximate band-pass filters for economic time series Review of Economics and Statistics 81 1999 575-593
    • (1999) Review of Economics and Statistics , vol.81 , pp. 575-593
    • Baxter, M.1    King, R.G.2
  • 4
    • 77956771554 scopus 로고    scopus 로고
    • Asset prices, consumption and the business cycle
    • Elsevier Science Publishers Amsterdam
    • J.Y. Campbell Asset prices, consumption and the business cycle Handbook of Macroeconomics vol. 1C 1999 Elsevier Science Publishers Amsterdam 1231-1303
    • (1999) Handbook of Macroeconomics , vol.1 C , pp. 1231-1303
    • Campbell, J.Y.1
  • 5
    • 0039835826 scopus 로고    scopus 로고
    • Detrending and business cycle facts
    • F. Canova Detrending and business cycle facts Journal of Monetary Economics 41 1998 475-512
    • (1998) Journal of Monetary Economics , vol.41 , pp. 475-512
    • Canova, F.1
  • 6
    • 0040382317 scopus 로고
    • Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research
    • T. Cogley J.M. Nason Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research Journal of Economic Dynamics and Control 19 1995 253-278
    • (1995) Journal of Economic Dynamics and Control , vol.19 , pp. 253-278
    • Cogley, T.1    Nason, J.M.2
  • 7
    • 0003634101 scopus 로고
    • Postwar U.S. Business Cycles: An Empirical Investigation
    • Unpublished Manuscript, Carnegie-Mellon University, Pittsburgh, PA
    • Hodrick, R.J., Prescott, E.C., 1980. Postwar U.S. Business Cycles: An Empirical Investigation. Unpublished Manuscript, Carnegie-Mellon University, Pittsburgh, PA.
    • (1980)
    • Hodrick, R.J.1    Prescott, E.C.2
  • 9
    • 0039560916 scopus 로고
    • Trend-cycle decompositions and measures of persistence: Does time aggregation matter?
    • M. Lippi L. Reichlin Trend-cycle decompositions and measures of persistence: Does time aggregation matter? The Economic Journal 101 1991 314-323
    • (1991) The Economic Journal , vol.101 , pp. 314-323
    • Lippi, M.1    Reichlin, L.2
  • 10
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series models: Some evidence and implications
    • C. Nelson C. Plosser Trends and random walks in macroeconomic time series models: Some evidence and implications Journal of Monetary Economics 10 1982 139-162
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.1    Plosser, C.2
  • 11
    • 0002402594 scopus 로고
    • Discrete approximations to continuous time distributed lag models in econometrics
    • C. Sims Discrete approximations to continuous time distributed lag models in econometrics Econometrica 39 3 1971 545-563
    • (1971) Econometrica , vol.39 , Issue.3 , pp. 545-563
    • Sims, C.1
  • 12
    • 77956750491 scopus 로고    scopus 로고
    • Business cycle fluctuations in US macroeconomic time series
    • Elsevier Science Amsterdam, Amsterdam
    • J.H. Stock M.W. Watson Business cycle fluctuations in US macroeconomic time series Handbook of Macroeconomics vol. 1A 1999 Elsevier Science Amsterdam, Amsterdam
    • (1999) Handbook of Macroeconomics , vol.1 A
    • Stock, J.H.1    Watson, M.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.