Document Type

Article

Journal/Book Title/Conference

Economics Research Institute Study Paper

Volume

5

Publisher

Utah State University Department of Economics

Publication Date

2002

First Page

1

Last Page

39

Abstract

This paper examines the combined influences of detrending and time aggregation on the measurement of business cycles. The approximate band-pass filter of Baxter and King (1999) performs relatively well in the sense that it retains the basic shape of disaggregate spectra and cospectra when applied to time-aggregated data and is straightforward to apply across sampling intervals. Simulation of a simple weekly RBC model confirms the theoretical results.


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