The band pass filter
By: Lawrence J. Christiano, Terry J. Fitzgerald.
Contributors: Fitzgerald, Terry J.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7257; Working paper series (National Bureau of Economic Research) -- working paper no. 7257.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Inflation (Finance) -- Econometric models.; Money supply -- Econometric models.; Time-series analysis.; Filters (Mathematics)
Notes: "July 1999."

JEL no. E3, C1, C2, C22.

Includes bibliographical references (p. 10-13 [2nd group])

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Electronic version available via the Internet at the NBER World Wide Web site.