Comments on "Combining filter design with model-based filtering"
Article Abstract:
An analysis of filter design models for analysing business cyle proposed by Regina Kaiser and Agustin Maravall in their report, ""Combining filter design with model-based filtering" is presented.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
Analysis, Reports, Filters (Mathematics), Mathematical filters, Maravall, Agustin, Kaiser, Regina
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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Modulated cycles, an approach to modelling periodic components from rapidly sampled data
Article Abstract:
A model that replicates periodic components is presented. The model is useful for forecasting periodic components in time series like business cycles.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
United Kingdom, Forecasts, trends, outlooks, Spain, Methods, Forecasts and trends, Market trend/market analysis, Forecasting, Time-series analysis, Time series analysis
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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Subjects list: Usage, Business cycles, Econometric models
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