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On fractional filtering versus conventional filtering in economics

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dc.contributor.author Nigmatullin, Raoul R.
dc.contributor.author Omay, Tolga
dc.contributor.author Baleanu, Dumitru
dc.date.accessioned 2016-05-11T12:06:34Z
dc.date.available 2016-05-11T12:06:34Z
dc.date.issued 2010-04
dc.identifier.citation Nigmatullin, R.R., Omay, T., Baleanu, D. (2009). On fractional filtering versus conventional filtering in economics. Communications In Nonlinear Science And Numerical Simulation, 15(4), 979-986. http://dx.doi.org/10.1016/j.cnsns.2009.05.027 tr_TR
dc.identifier.issn 1007-5704
dc.identifier.uri http://hdl.handle.net/20.500.12416/991
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 tr_TR
dc.language.iso eng tr_TR
dc.publisher Elsevier Science tr_TR
dc.relation.isversionof 10.1016/j.cnsns.2009.05.027 tr_TR
dc.rights info:eu-repo/semantics/closedAccess
dc.subject Fractional Filtering tr_TR
dc.subject Hodrick–Prescott Filtering tr_TR
dc.subject MSE tr_TR
dc.subject Data Generation tr_TR
dc.subject Decomposition tr_TR
dc.title On fractional filtering versus conventional filtering in economics tr_TR
dc.type article tr_TR
dc.relation.journal Communications In Nonlinear Science And Numerical Simulation tr_TR
dc.identifier.volume 15 tr_TR
dc.identifier.issue 4 tr_TR
dc.identifier.startpage 979 tr_TR
dc.identifier.endpage 986 tr_TR
dc.contributor.department Çankaya Üniversitesi, Fen Edebiyat Fakültesi, Matematik Bilgisayar Bölümü; Çankaya Üniversitesi, Meslek Yüksek Okulu tr_TR


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