Classical vs wavelet-based filters Comparative study and application to business cycle.
Year of publication: |
2010-03
|
---|---|
Authors: | Ahamada, Ibrahim ; Jolivaldt, Philippe |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Filters HP | wavelets | Monte Carlo Simulation | break | business cycles |
Extent: | application/pdf |
---|---|
Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 19 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C65 - Miscellaneous Mathematical Tools ; E32 - Business Fluctuations; Cycles |
Source: |
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