A Heuristic Method for Extracting Smooth Trends from Economic Time Series
收藏NBER1999-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7439
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资源简介：
This paper proposes a method for separating economic time series into a smooth component whose mean varies over time (the trend') and a stationary component (the cycle'). The aim is to make the trends as smooth as possible while also producing cycles with plausible properties. While the main
提供机构：
美国国家经济研究局
创建时间：
1999-12-01
