BP filters are used to isolate the cyclical component of a time series by specifying a range for its duration. Roughly speaking, the band-pass filter is a linear filter that takes a two-sided weighted moving average of the data where cycles in a “band”, given by a specified lower and upper bound, are “passed” through, or extracted, and the remaining cycles are “filtered” out. 简单来说BP滤波是对时间序列进行趋势循环分解。在Eviews中有三种类型，BK、CF和非对称CF。可以看下高铁梅的书籍，里面有一个较为详细的说明。
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