A Heuristic Method for Extracting Smooth Trends from Economic Time Series
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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
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美国国家经济研究局创建时间：
1999-12-01
