Work

A Multivariate Band-Pass Filter for Economic Time Series

Year: 2010

Type: article

Source: Journal of the Royal Statistical Society Series C (Applied Statistics)

DOI: 10.1111/j.1467-9876.2010.00734.x

Author: João Valle e Azevedo

Institutions: Banco de Portugal, Universidade Nova de Lisboa

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Fundação para a Ciência e a Tecnologia

OpenAlex ID: W1559295302

FWCI: 6.458

Cites: 25

Cited by: 21

Related to: 10