期刊
ECONOMICS LETTERS
卷 100, 期 2, 页码 208-212出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2008.01.008
关键词
band-pass filter; business cycle; linear filter; trend; wavelets
类别
Multiresolution wavelet analysis is a natural way to decompose an economic time series into trend, cycle, and noise. The method is illustrated with GDP data. The business-cycle component of the wavelet-filtered series closely resembles the series filtered by the approximate bandpass filter. (C) 2008 Elsevier B. V. All rights reserved.
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