A Note on the Baxter-King Filter

  title={A Note on the Baxter-King Filter},
  author={Ulrich Woitek},
Recently, Baxter and King (1995) developed a bandpass lter which overcomes to some extent the well known drawbacks of the Hodrick-Prescott lter. In this paper, the circumstances under which the Baxter-King lter is preferable are identi ed, and a modi cation is presented which takes into account spurious side lobes generated by this method. I am indebted to Brian A'Hearn, Markus Heintel, Jim Malley, Michael Reiter, and seminar participants at the University of Glasgow for helpful comments and… CONTINUE READING