El Filtro BAXTER-KING, Metodología y Aplicaciones
| dc.audience | Researchers | spa |
| dc.audience | Students | spa |
| dc.audience | Teachers | spa |
| dc.audience | Policymakers | spa |
| dc.creator | Flores-Pizarro, Melania | spa |
| dc.date.accessioned | 2019-07-23T09:43:06Z | |
| dc.date.available | 2019-07-23T09:43:06Z | |
| dc.date.created | 2000 | spa |
| dc.date.issued | 2000 | spa |
| dc.description | La presente nota tiene como objetivo exponer de manera breve la metodología del filtro Baxter-King como herramienta útil para el análisis de ciclos económicos y de extracción de tendencia. También se repasan las propiedades matemáticas del filtro Hodrick-Prescott, para comprender en qué aspectos difiere del Baxter-King. Como aplicación del filtro, se analizan series con periodicidad mensual (IMAE, IPPI, Base Monetaria) trimestral (PIB) y anual (PIB e Importaciones) y se concluye que a pesar de que no difieren mucho sus resultados, el segundo es superior al Hodrick-Prescott por cuanto permite que el investigador determine el tipo de información que desea aislar de las series. | spa |
| dc.description.abstract | This document briefly explains the Baxter-King’s filter methodology, which has become a very useful tool to analyze economic cycles and as a method for trend extraction.Some mathematic properties of Hodrick-Prescott filter are also reviewed, in order to understand the difference between this method and Baxter-King’s. I applied the filter to monthly, quarterly and annual series. Although Baxter-King and Hodrick-Prescott filters do not differ much in their results, the former has the advantage that it allows the researcher to specify the kind of information she wants to isolate from the series. | spa |
| dc.format.extent | 54 páginas: gráficas, tablas | spa |
| dc.format.mimetype | spa | |
| dc.identifier.uri | https://repositorioinvestigaciones.bccr.fi.cr/handle/20.500.12506/257 | |
| dc.language.iso | spa | spa |
| dc.publisher | Banco Central de Costa Rica | spa |
| dc.relation.uri | https://activos.bccr.fi.cr/sitios/bccr/investigacioneseconomicas/DocMetodosCuantitativos/El_Filtro_BAXTER-KING,_Metodologia_y_Aplicaciones.pdf | spa |
| dc.rights | Acceso abierto | spa |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | spa |
| dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | spa |
| dc.rights.license | Open Access | spa |
| dc.rights.spa | Acceso abierto | spa |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | spa |
| dc.subject | Filtro Baxter-King | spa |
| dc.subject | Filtro Hodrick-Prescott | spa |
| dc.subject | Series de tiempo | spa |
| dc.subject.jel | C10-General | spa |
| dc.subject.jelspa | C10- Generalidades | spa |
| dc.subject.keyword | Baxter-King filter | spa |
| dc.subject.keyword | Hodrick-Prescott filter | spa |
| dc.subject.keyword | Time series | spa |
| dc.title | El Filtro BAXTER-KING, Metodología y Aplicaciones | spa |
| dc.title.alternative | The Baxter-King Filter, Methodology and Applications | spa |
| dc.type | Working Paper | spa |
| dc.type.hasversion | Published Version | spa |
| dc.type.spa | Documentos de trabajo | spa |
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