Trend estimation and de-trending via rational square-wave " lters

@inproceedings{PollockTrendEA,
  title={Trend estimation and de-trending via rational square-wave " lters},
  author={D. S. G. Pollock}
}
This paper gives an account of some techniques of linear "ltering which can be used for extracting trends from economic time series of limited duration and for generating de-trended series. A family of rational square-wave "lters is described which enable designated frequency ranges to be selected or rejected. Their use is advocated in preference to other "lters which are commonly used in quantitative economic analysis. ( 2000 Elsevier Science S.A. All rights reserved. JEL classixcation: C22