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Open AccessEconomicsMaterials Science

Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

Marianne Baxter, R. King

1999.2.1REVIEW OF ECONOMICS AND STATISTICS

DOI: 10.1162/003465399558454

tlooto Summary

A set of approximate band-pass filters is developed and their application to measuring the business-cycle component of macroeconomic activity is illustrated.

Abstract

Abstract is not available.

Citation format

BAXTER, Marianne; KING, R. Measuring business cycles: Approximate band-pass filters for economic time series. REVIEW OF ECONOMICS AND STATISTICS, 1999, 81: 575–593.