FD filter question

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SnakeCharmerII
Posts: 17
Joined: Tue Apr 05, 2011 7:14 am

FD filter question

Postby SnakeCharmerII » Fri May 06, 2011 8:20 am

Hi,

If the starting (or ending period) of the Corbae-Ouliaris FD filter can be specified in terms of a fraction of pi, why
six (6) periods translates to 2/6=0.3333 radians instead of "pi/6" ? From where comes that number two (2)? :?:

Thanks in advance and I'm sorry if my question is silly, I couldn't found the original paper of Corbae-Ouliaris (2006).
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drewtedlock
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Joined: Tue Jul 31, 2012 7:20 am
Location: Wichita, Kansas, USA
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Re: FD filter question

Postby drewtedlock » Thu Aug 02, 2012 8:56 am

The original text (except for two pages) is available from Google: http://books.google.com/books?hl=en&lr= ... &q&f=false

At least part of the missing information regarding the Corbae-Ouliaris or Frequency-Domain (FD) filter from the above link can be found in another paper by Ouliaris: http://www.imf.org/external/pubs/ft/wp/2011/wp11141.pdf Look in the last appendix for at least a little more information.

The answer to your question is in the EViews Add-in documentation described by Gareth here: viewtopic.php?f=4&t=870
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