An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform

Many indicators of business and growth cycles have been constructed by both private and public agencies and are now in use as monitoring devices of economic conditions and for forecasting purposes. As these indicators are largely composite constructs using other economic data, their frequency composition is likely different to that of the variables that they are used as for indicators.

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Year of publication:	2012
Authors:	Crowley, Patrick M. ; Schildt, Tony
Published in:	OECD Journal: Journal of Business Cycle Measurement and Analysis. - Organisation de Coopération et de Développement Économiques (OCDE), ISSN 1995-2899. - Vol. 2012.2012, 1, p. 1-31
Publisher:	Organisation de Coopération et de Développement Économiques (OCDE)

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Extent:	text/html
Type of publication:	Article
Other identifiers:	10.1787/jbcma-2012-5k92snjzsnnr [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010570873