On fractional filtering versus conventional filtering in economics

dc.contributor.author	Nigmatullin R.
dc.contributor.author	Omay T.
dc.contributor.author	Baleanu D.
dc.date.accessioned	2018-09-18T20:12:43Z
dc.date.available	2018-09-18T20:12:43Z
dc.date.issued	2010
dc.identifier.issn	1007-5704
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/137600
dc.description.abstract	In this study, we compare the Hodrick-Prescott Filter technique with the Fractional filtering technique that has recently started to be used in various applied sciences like physics, engineering, and biology. We apply these filtering techniques to quarterly GDP data from Turkey for the period 1988:1-2003:2. The filtered series are analyzed using Minimum Square Error (MSE) and real life evidence. In the second part of the study, we use simulated data to analyze the statistical properties of the aforementioned filtering techniques. © 2009 Elsevier B.V. All rights reserved.
dc.relation.ispartofseries	Communications in Nonlinear Science and Numerical Simulation
dc.subject	Data generation
dc.subject	Decomposition
dc.subject	Fractional filtering
dc.subject	Hodrick-Prescott filtering
dc.subject	MSE
dc.title	On fractional filtering versus conventional filtering in economics
dc.type	Article
dc.relation.ispartofseries-issue	4
dc.relation.ispartofseries-volume	15
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	979
dc.source.id	SCOPUS10075704-2010-15-4-SID70350375643

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Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.