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A multivariate band-pass filter for economic time series
João Valle e Azevedo
NOVA School of Business and Economics (NOVA SBE)
Research output
:
Contribution to journal
›
Article
›
peer-review
11
Citations (Scopus)
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Dive into the research topics of 'A multivariate band-pass filter for economic time series'. Together they form a unique fingerprint.
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Mathematics
Bandpass Filter
100%
Time series
54%
Filter
54%
Economics
54%
Business Cycles
45%
Real-time
34%
Signal Extraction
25%
Macroeconomics
20%
Unit Root
19%
Mean Squared Error
15%
Fluctuations
14%
Covariates
12%
Prediction
12%
Knowledge
11%
Moment
10%
Series
9%
Arbitrary
7%
Approximation
7%
Business & Economics
Bandpass Filter
98%
Filter
63%
Economics
31%
Business Cycle Indicators
24%
Signal Extraction
22%
Business Cycle Fluctuations
20%
Mean Squared Error
18%
Distributed Lag
17%
Unit Root
15%
Covariates
15%
US Economy
15%
Approximation
12%
Prediction
12%
Macroeconomics
11%