Detrending and business cycle facts: A user's guide

被引：44

作者：

Canova, F

机构：

[1] Univ Pompeu Fabra, Dept Econ, Barcelona 08005, Spain

[2] Univ Modena, Dept Econ, I-41100 Modena, Italy

[3] CEPR, London, England

来源：

JOURNAL OF MONETARY ECONOMICS | 1998年 / 41卷 / 03期

关键词：

business cycles; detrending; model evaluation;

D O I：

10.1016/S0304-3932(98)00008-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This note argues that it is hardly the case that the profession is fully aware that the application of different filters to the data leads to different outcomes and that we have enough evidence to claim that these differences are unimportant to evaluate the fit models to the data. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：533 / 540

页数：8

共 11 条

[1] A NEW APPROACH TO DECOMPOSITION OF ECONOMIC TIME-SERIES INTO PERMANENT AND TRANSITORY COMPONENTS WITH PARTICULAR ATTENTION TO MEASUREMENT OF THE BUSINESS-CYCLE [J].