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NTIS 바로가기International economic review, v.44 no.2, 2003년, pp.435 - 465
Christiano, Lawrence J. , Fitzgerald, Terry J.
We develop optimal finite‐sample approximations for the band pass filter. These approximations include one‐sided filters that can be used in real time. Optimal approximations depend upon the details of the time series representation that generates the data. Fortunately, for U.S. macroe...
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