A comparative evaluation of some DSP filters vis-à-vis commonly used economic filters
Year of publication: |
2022
|
---|---|
Authors: | Nachane, Dilip M. ; Chaubal, Aditi |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 20.2022, supplement 1, p. 161-190
|
Subject: | Band-pass filtering | Coates-Diggle test | Cycle extraction | DSP filters | Eichler test | Spectral density comparison | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Konjunktur | Business cycle | Statistischer Test | Statistical test |
-
Poměnková, Jitka, (2019)
-
Testing for random walk coefficients in regression and state space models
Moryson, Martin, (1998)
-
Detecting structural changes using wavelets
Yazgan, Mustafa Ege, (2015)
- More ...
-
The plutocratic bias in the Indian consumer price index
NACHANE, Dilip M., (2019)
-
Le biais ploutocratique de l'indice des prix à la consommation indien
NACHANE, Dilip M., (2019)
-
El sesgo plutocrático en el índice de precios al consumo de la India
NACHANE, Dilip M., (2019)
- More ...