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Detrending and business cycle facts: A user’s guide

Journal of Monetary EconomicsPublished 1 May 1998
Fabio Canova
Citations162
SJR quartileQ1
SJR score7.87
SNIP2.70

Abstract

This note argues that it is hardly the case that the profession is fully aware that the application of different filters to the data leads to different outcomes and that we have enough evidence to claim that these differences are unimportant to evaluate the fit models to the data.

Keywords

Economics, Econometrics and Finance