{"id":"https://openalex.org/W2121686567","doi":"https://doi.org/10.1162/003465303765299945","title":"Cyclical Properties of Baxter-King Filtered Time Series","display_name":"Cyclical Properties of Baxter-King Filtered Time Series","publication_year":2003,"publication_date":"2003-05-01","ids":{"openalex":"https://openalex.org/W2121686567","doi":"https://doi.org/10.1162/003465303765299945","mag":"2121686567"},"language":"en","primary_location":{"id":"doi:10.1162/003465303765299945","doi":"https://doi.org/10.1162/003465303765299945","is_oa":false,"landing_page_url":"https://doi.org/10.1162/003465303765299945","pdf_url":null,"source":{"id":"https://openalex.org/S180061323","display_name":"The Review of Economics and Statistics","issn_l":"0034-6535","issn":["0034-6535","1530-9142"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310315718","host_organization_name":"The MIT Press","host_organization_lineage":["https://openalex.org/P4310315718","https://openalex.org/P4310316440"],"host_organization_lineage_names":["The MIT Press","Massachusetts Institute of Technology"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Economics and Statistics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111494028","display_name":"Christian Joseph Murray","orcid":"https://orcid.org/0000-0002-8382-9011","observed_orcids":["https://orcid.org/0000-0002-8382-9011"]},"institutions":[{"id":"https://openalex.org/I44461941","display_name":"University of Houston","ror":"https://ror.org/048sx0r50","country_code":"US","type":"education","lineage":["https://openalex.org/I44461941"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Christian J. Murray","raw_affiliation_strings":["University of Houston","[Univ. of Houston]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Houston","institution_ids":["https://openalex.org/I44461941"]},{"raw_affiliation_string":"[Univ. of Houston]","institution_ids":["https://openalex.org/I44461941"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5111494028"],"corresponding_institution_ids":["https://openalex.org/I44461941"],"apc_list":null,"apc_paid":null,"fwci":12.866,"has_fulltext":false,"cited_by_count":136,"citation_normalized_percentile":{"value":0.98248137,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"85","issue":"2","first_page":"472","last_page":"476"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.951200008392334,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.951200008392334,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.016499999910593033,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13399","display_name":"Unemployment and Economic Growth","score":0.007799999788403511,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/baxter-king-filter","display_name":"Baxter-King filter","score":0.9890000224113464},{"id":"https://openalex.org/keywords/bandpass-filtering","display_name":"bandpass filtering","score":0.8830000162124634},{"id":"https://openalex.org/keywords/business-cycles","display_name":"business cycles","score":0.6859999895095825},{"id":"https://openalex.org/keywords/unobserved-components-model","display_name":"unobserved components model","score":0.8159999847412109},{"id":"https://openalex.org/keywords/stochastic-trend","display_name":"stochastic trend","score":0.9890000224113464},{"id":"https://openalex.org/keywords/spectral-properties","display_name":"spectral properties","score":0.7289999723434448},{"id":"https://openalex.org/keywords/real-gdp","display_name":"real GDP","score":0.7239999771118164}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.8160724639892578},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.6654525995254517},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5393732190132141},{"id":"https://openalex.org/C2985906921","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Spectral properties","level":2,"score":0.5104759931564331},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47231385111808777},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3457334041595459},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.33682042360305786},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17778369784355164},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.15234071016311646},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.08041730523109436},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C44870925","wikidata":"https://www.wikidata.org/wiki/Q37547","display_name":"Astrophysics","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1162/003465303765299945","doi":"https://doi.org/10.1162/003465303765299945","is_oa":false,"landing_page_url":"https://doi.org/10.1162/003465303765299945","pdf_url":null,"source":{"id":"https://openalex.org/S180061323","display_name":"The Review of Economics and Statistics","issn_l":"0034-6535","issn":["0034-6535","1530-9142"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","jufo-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310315718","host_organization_name":"The MIT Press","host_organization_lineage":["https://openalex.org/P4310315718","https://openalex.org/P4310316440"],"host_organization_lineage_names":["The MIT Press","Massachusetts Institute of Technology"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Review of Economics and Statistics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:tpr:restat:v:85:y:2003:i:2:p:472-476","doi":null,"is_oa":false,"landing_page_url":"http://www.mitpressjournals.org/doi/pdf/10.1162/003465303765299945","pdf_url":"http://www.mitpressjournals.org/doi/pdf/10.1162/003465303765299945","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.75,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1481146996","https://openalex.org/W1510362920","https://openalex.org/W2008260367","https://openalex.org/W2020979127","https://openalex.org/W2023782681","https://openalex.org/W2073684029","https://openalex.org/W2080553448","https://openalex.org/W2085591763","https://openalex.org/W2088563154","https://openalex.org/W2090280113","https://openalex.org/W2133205231","https://openalex.org/W2151162832","https://openalex.org/W2165374033","https://openalex.org/W2890582035","https://openalex.org/W3124750780"],"related_works":["https://openalex.org/W1985990136","https://openalex.org/W2104245492","https://openalex.org/W7099997984","https://openalex.org/W4380354078","https://openalex.org/W2347026872","https://openalex.org/W628610447","https://openalex.org/W4229569628","https://openalex.org/W2049762172","https://openalex.org/W7027558003","https://openalex.org/W2791376391"],"abstract_inverted_index":{"This":[0],"note":[1],"demonstrates":[2],"that":[3,59],"the":[4,17,31,35,41,45,50,53,65,69,77],"Baxter-King":[5],"(1999)":[6],"filter,":[7,13,36],"and":[8,37],"in":[9,19,52,80],"general":[10],"any":[11],"bandpass":[12],"does":[14],"not":[15],"isolate":[16],"cycle":[18],"an":[20],"unobserved-components":[21],"model":[22],"with":[23],"a":[24,39],"stochastic":[25,78],"trend.":[26],"The":[27],"first":[28],"difference":[29],"of":[30,44,68],"trend":[32,51,79],"passes":[33],"through":[34],"as":[38],"result,":[40],"spectral":[42,66],"properties":[43,67],"filtered":[46],"series":[47,71],"depend":[48],"on":[49],"unfiltered":[54],"series.":[55],"It":[56],"is":[57],"demonstrated":[58],"for":[60],"postwar":[61],"U.S.":[62],"real":[63],"GDP,":[64],"BK-filtered":[70],"are":[72],"primarily":[73],"to":[74,76],"due":[75],"output.":[81]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":10},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":9}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}