In this chapter, I present a specific view of signal processing. I provide the basic definitions regarding what - according to our view - signal processing should be seen as, and I elucidate in this perspective the meaning of a selection of relevant algorithms and approaches.

In recent times, a large number of studies has investigated the empirical properties of financial cycles within countries, mainly based on band-pass filter techniques. The contribution of this paper to the literature is twofold. First, in contrast to most existing studies in the financial cycle...