Forecasting the South African business cycle using fourier analysis
Year of publication: |
July/August 2016
|
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Authors: | Thomson, Daniel ; Van Vuuren, Gary |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 15.2016, 4, p. 175-192
|
Subject: | Fourier | Hodrick Prescott Filter | Baxter-King Filter | Empirical Mode Decomposition | Prognoseverfahren | Forecasting model | Südafrika | South Africa | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Frühindikator | Leading indicator | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model |
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