On Fractional Filtering Versus Conventional Filtering in Economics
| dc.contributor.author | Baleanu, Dumitru | |
| dc.contributor.author | Nigmatullin, Raoul R. | |
| dc.contributor.author | Omay, Tolga | |
| dc.date.accessioned | 2016-05-11T12:06:34Z | |
| dc.date.accessioned | 2025-09-18T12:48:09Z | |
| dc.date.available | 2016-05-11T12:06:34Z | |
| dc.date.available | 2025-09-18T12:48:09Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | In this study, we compare the Hodrick-Prescott Filter technique with the Fractional filtering technique that has recently started to be used in various applied sciences like physics, engineering, and biology. We apply these filtering techniques to quarterly GDP data from Turkey for the period 1988:1-2003:2. The filtered series are analyzed using Minimum Square Error (MSE) and real life evidence. In the second part of the study, we use simulated data to analyze the statistical properties of the aforementioned filtering techniques. (C) 2009 Elsevier B.V. All rights reserved. | en_US |
| dc.identifier.citation | Nigmatullin, R.R., Omay, T., Baleanu, D. (2009). On fractional filtering versus conventional filtering in economics. Communications In Nonlinear Science And Numerical Simulation, 15(4), 979-986. http://dx.doi.org/10.1016/j.cnsns.2009.05.027 | en_US |
| dc.identifier.doi | 10.1016/j.cnsns.2009.05.027 | |
| dc.identifier.issn | 1007-5704 | |
| dc.identifier.issn | 1878-7274 | |
| dc.identifier.scopus | 2-s2.0-70350375643 | |
| dc.identifier.uri | https://doi.org/10.1016/j.cnsns.2009.05.027 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/11993 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.relation.ispartof | Communications in Nonlinear Science and Numerical Simulation | |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Data Generation | en_US |
| dc.subject | Fractional Filtering | en_US |
| dc.subject | Hodrick-Prescott Filtering | en_US |
| dc.subject | Mse | en_US |
| dc.subject | Decomposition | en_US |
| dc.title | On Fractional Filtering Versus Conventional Filtering in Economics | en_US |
| dc.title | On fractional filtering versus conventional filtering in economics | tr_TR |
| dc.type | Article | en_US |
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| gdc.author.wosid | Baleanu, Dumitru/B-9936-2012 | |
| gdc.author.wosid | Nigmatullin, Raoul/Aao-5504-2020 | |
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| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Omay, Tolga] Cankaya Univ, Dept Analyt, Cankaya Vocat Training Sch, TR-06530 Ankara, Turkey; [Nigmatullin, Raoul R.] Kazan VI Lenin State Univ, Fac Phys, Kazan 42008, Russia; [Baleanu, Dumitru] Cankaya Univ, Fac Art & Sci, Dept Math & Comp Sci, TR-06530 Ankara, Turkey; [Baleanu, Dumitru] Inst Space Sci, Natl Inst Laser Plasma & Radiat, R-76911 Magurele, Romania | en_US |
| gdc.description.endpage | 986 | en_US |
| gdc.description.issue | 4 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
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| gdc.description.startpage | 979 | en_US |
| gdc.description.volume | 15 | en_US |
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| gdc.oaire.keywords | Decomposition | |
| gdc.oaire.keywords | Hodrick-Prescott filtering | |
| gdc.oaire.keywords | Fractional filtering | |
| gdc.oaire.keywords | MSE | |
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| gdc.oaire.keywords | Data generation | |
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| gdc.virtual.author | Baleanu, Dumitru | |
| gdc.virtual.author | Omay, Tolga | |
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