Detrending and business cycle facts: A user's guide

• 成果类型: Article
• 署名作者: Canova, F
• 署名单位: Pompeu Fabra University; Universita di Modena e Reggio Emilia; Centre for Economic Policy Research - UK
• 刊物名称: JOURNAL OF MONETARY ECONOMICS
• ISSN/ISSBN: 0304-3932
• DOI: 10.1016/S0304-3932(98)00008-7
• 发表日期: 1998
• 页码: 533-540
• 关键词: business cycles; detrending; model evaluation

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.