Browsing Publikační činnost pracovníků VUT v Brně by Subject "gain"
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Empirical evidence of ideal filter approximation: pheriperal and selected EU countries application
(Prague University of Economics and Business, 2015-06-24)We compare three filters commonly used for business cycle analysis: the Baxter-King, the Christiano-Fitzgerald and the Hamming window filter. Empirical contribution of the paper is numerical evaluation of the approximation ...