Measuring business cycles: Approximate band-pass filters for economic time series

被引：1064

作者：

Baxter, M ^{[1
]}

King, RG ^{[1
]}

机构：

[1] Univ Virginia, Charlottesville, VA 22903 USA

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1999年 / 81卷 / 04期

关键词：

D O I：

10.1162/003465399558454

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Band-pass filters are useful in a wide range of economic contexts. This paper develops a set of approximate band-pass filters and illustrates their application to measuring the business-cycle component of macroeconomic activity. Detailed comparisons are made with several alternative filters commonly used for extracting business-cycle components.

引用

页码：575 / 593

页数：19