A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
- 1 January 1981
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 7 (2), 151-174
- https://doi.org/10.1016/0304-3932(81)90040-4
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Spurious Periodicity in Inappropriately Detrended Time SeriesEconometrica, 1981
- Decomposition of Seasonal Time Series: A Model for the Census X-11 ProgramJournal of the American Statistical Association, 1976
- On the Use of Leading Indicators to Predict Cyclical Turning PointsBrookings Papers on Economic Activity, 1973
- Optimal Properties of Exponentially Weighted ForecastsJournal of the American Statistical Association, 1960