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Baxter and King (1999) - BP Filter by studyabhi0701 is a document available to read on EtoBox.
The paper by Marianne Baxter and Robert G. King develops approximate band-pass filters for measuring business cycles in economic time series, addressing the need for effective methods to isolate cyclical components from trends and seasonal variations. It compares these filters with existing methods and emphasizes the importance of defining business cycles clearly to improve measurement accuracy. The authors provide empirical applications using U.S. macroeconomic data and discuss the implications of their fi
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- studyabhi0701
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- EN