FD filter question

[SnakeCharmerII]

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).

[drewtedlock]

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: http://forums.eviews.com/viewtopic.php?f=4&t=870