@article{oai:seijo.repo.nii.ac.jp:00002191, author = {大津, 武}, issue = {174}, journal = {成城大學經濟研究}, month = {Feb}, note = {P(論文), We compare distortionary effects of time-invariant linear filters used in the economic literature. We investigate the HP filter (Hodrick and Prescott, 1997), the Butterworth filters, and BK filter (Baxter and King, 1999) in filtering real GDP of Japan. We find that the tangent-based Butterworth has the smallest distortion.}, pages = {29--47}, title = {Time-Invariant Linear Filters and Real GDP : A Case of Japan}, year = {2007} }