@article{Filtering:920, recid = {920}, author = {van Norden, Simon}, title = {Filtering for Current Analysis}, publisher = {Bank of Canada}, address = {2002}, pages = {1 online resource (vi, 35 pages)}, abstract = {This paper shows how existing band-pass filtering techniques and their extension can be applied to the common current-analysis problem of estimating current trends or cycles. These techniques give estimates that are "optimal" given the available data, so their standard errors represent a lower bound on what can be achieved with other univariate techniques. Applications to the problems of estimating current trend productivity growth, core inflation, and output gaps are considered.}, url = {http://www.oar-rao.bank-banque-canada.ca/record/920}, doi = {https://doi.org/10.34989/swp-2002-28}, }