Measuring business cycles: Empirical Mode Decomposition of economic time series

This paper continues discussion on the issue of time series decomposition by presentation of the Empirical Mode Decomposition technique. This technique outperforms well-known time-series filters by providing a deeper insight into the structure of time series.

MoreLess

Year of publication:	2014
Authors:	Kožić, Ivan ; Sever, Ivan
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 123.2014, 3, p. 287-290
Publisher:	Elsevier
Subject:	Business cycle \| Empirical Mode Decomposition \| Band-pass filter

More details

Type of publication:	Article
Classification:	C4 - Econometric and Statistical Methods: Special Topics ; E32 - Business Fluctuations; Cycles
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041773