{"created":"2023-05-15T15:44:06.667783+00:00","id":2248,"links":{},"metadata":{"_buckets":{"deposit":"a2a28bc4-019a-4cf6-bd8d-136a9e428e1a"},"_deposit":{"created_by":3,"id":"2248","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"2248"},"status":"published"},"_oai":{"id":"oai:seijo.repo.nii.ac.jp:00002248","sets":["1:24:33:578"]},"author_link":["5517","5519","5518"],"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-07","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"185","bibliographicPageEnd":"221","bibliographicPageStart":"175","bibliographic_titles":[{"bibliographic_title":"成城大學經濟研究"}]}]},"item_1_creator_6":{"attribute_name":"著者名(日)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"大津, 武"}],"nameIdentifiers":[{"nameIdentifier":"5517","nameIdentifierScheme":"WEKO"}]}]},"item_1_description_1":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P(論文)","subitem_description_type":"Other"}]},"item_1_description_12":{"attribute_name":"抄録(英)","attribute_value_mlt":[{"subitem_description":"This paper investigates filtering performance of the Baxter-King filter, Christiano-Fitzgerald filter, the Hamming-Wind owed filter, and the Butterworth filter to identify seasonality in economic time series. Analyses with artificial data, GDP, and IIP (Index of Industrial Production) of Japan lead to the following findings. First, we find that the Butterworth filter shows a good performance in terms of the leakage, the compression, the phase shifting effects. Secondly, it is necessary for all the filtering methods to tune the cutoff points. Only the Butterworth filtering has a clear theoretical foundation to determine the cutoff points. Heuristically, the Butterworth cutoff points work well for other methods. Third, it is shown that the reflection boundary treatment substantially reduces the estimates' variation at the edges of the sample periods when filtering in frequency domain. It improves the performance of the Butterworth filter to work as one of the best descriptive tools to extract targeted cyclical components of economic time series.","subitem_description_type":"Other"}]},"item_1_full_name_7":{"attribute_name":"著者名よみ","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"5518","nameIdentifierScheme":"WEKO"}],"names":[{"name":"オオツ, タケシ"}]}]},"item_1_full_name_8":{"attribute_name":"著者名(英)","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"5519","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Otsu, Takeshi","nameLang":"en"}]}]},"item_1_source_id_13":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN00127472","subitem_source_identifier_type":"NCID"}]},"item_1_text_2":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_text_value":"論文"}]},"item_1_text_3":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Article"}]},"item_1_text_9":{"attribute_name":"著者所属(日)","attribute_value_mlt":[{"subitem_text_value":"成城大学経済学部"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2009-07-01"}],"displaytype":"detail","filename":"KJ00005638259.pdf","filesize":[{"value":"36.7 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"url":"https://seijo.repo.nii.ac.jp/record/2248/files/KJ00005638259.pdf"},"version_id":"345a8f37-4b41-4fe9-85d6-2d18d27a716c"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Seasonal Cycle and Filtering","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Seasonal Cycle and Filtering","subitem_title_language":"en"}]},"item_type_id":"1","owner":"3","path":["578"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-07-01"},"publish_date":"2009-07-01","publish_status":"0","recid":"2248","relation_version_is_last":true,"title":["Seasonal Cycle and Filtering"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2023-05-16T15:39:25.700248+00:00"}