A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation

Author: Dagum Estela Bee   Luati Alessandra  

Publisher: Taylor & Francis Ltd

ISSN: 0747-4938

Source: Econometric Reviews, Vol.28, Iss.1-3, 2009-01, pp. : 40-59

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Abstract