Measuring business cycles: A wavelet analysis of economic time series

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 2
Pages: 208-212

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Multiresolution wavelet analysis is a natural way to decompose an economic time series into trend, cycle, and noise. The method is illustrated with GDP data. The business-cycle component of the wavelet-filtered series closely resembles the series filtered by the approximate bandpass filter.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:2:p:208-212
Journal Field
General
Author Count
1
Added to Database
2026-01-29