পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| Baxter-King Band-Pass Filter× | হড্রিক-প্রেস্কট ফিল্টার: সামষ্টিক অর্থনৈতিক সময় সিরিজের প্রবণতা-চক্র বিভাজন× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Process / pipeline | Process / pipeline |
| উদ্ভবের বছর≠ | 1999 | 1997 |
| প্রবর্তক≠ | Marianne Baxter & Robert King | Robert Hodrick & Edward Prescott |
| ধরন≠ | Linear symmetric moving-average filter | Penalized least-squares smoother |
| মৌলিক উৎস≠ | Baxter, M., & King, R. G. (1999). Measuring business cycles: Approximate band-pass filters for economic time series. Review of Economics and Statistics, 81(4), 575–593. DOI ↗ | Hodrick, R. J., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit and Banking, 29(1), 1–16. DOI ↗ |
| অপর নাম | Baxter-King Filter, Band-Pass Filter (Baxter-King), BK Band-Pass Filter, Bant Geçiren Süzgeç | Hodrick-Prescott Filter, HP Decomposition, Trend-Cycle Filter, HP Filtresi |
| সম্পর্কিত | 3 | 3 |
| সারসংক্ষেপ≠ | The Baxter-King (BK) band-pass filter, introduced by Marianne Baxter and Robert King in 1999, is a linear symmetric moving-average filter designed to isolate cyclical fluctuations in macroeconomic time series that fall within a specified range of periodicities. It removes both very low-frequency trends and very high-frequency noise, retaining only the business-cycle component—typically oscillations with a period of six to thirty-two quarters for quarterly data. | The Hodrick-Prescott (HP) filter is a penalized least-squares technique used in macroeconomics and empirical finance to decompose a time series into a smooth long-run trend component and a short-run cyclical component. Introduced by Hodrick and Prescott (1997) using postwar U.S. business cycle data, it has become one of the most widely applied filters in business cycle analysis, monetary policy research, and applied econometrics. |
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