This paper analyses a number of methods for trend estimation focusing on their ability to pick up turning points quickly at the end of a series. An application to the Bank of England flows M4 series is provided which shows that some of the proposed methods may be more reliable than others for this task.

Original publication

DOI

10.1080/135048599353726

Type

Journal article

Journal

Applied Economics Letters

Publication Date

01/01/1999

Volume

6

Pages

103 - 109