Process / pipelineTrend & seasonality
Baxter-King 带通滤波器
Baxter-King (BK) 带通滤波器由 Marianne Baxter 和 Robert King 于 1999 年提出，是一种线性对称移动平均滤波器，旨在分离宏观经济时间序列中位于特定周期范围内的周期性波动。它能去除极低频的趋势和极高频的噪声，仅保留经济周期成分——通常是季度数据中周期为 6 至 32 个季度的振荡。
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来源
- 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: 10.1162/003465399558454 ↗
如何引用本页
ScholarGate. (2026, June 2). Baxter-King Band-Pass Filter. ScholarGate. https://scholargate.app/zh/econometrics/bk-filter
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 傅里叶变换与谱分析 (FFT)信号处理↔ compare
- Hodrick-Prescott 滤波器：宏观经济时间序列的趋势-周期分解计量经济学↔ compare
- STL分解：使用Loess的季节-趋势分解计量经济学↔ compare