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  • Search: subject:"Hilbert Huang transform"
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Year of publication
Subject
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business cycles 2 empirical mode decomposition (EMD) 2 frequency domain 2 growth cycles 2 non-stationarity 2 spectral analysis 2 Granger 1 Hilbert-Huang Transform (HHT) 1 Hilbert-Huang transform 1 Hilbert-Huang transform (HHT) 1 economic growth 1 economic indicators 1 economic time series 1 empirical mode decomposition 1 long cycles 1 wavelet analysis 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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English 3
Author
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Crowley, Patrick M 3 Schildt, Tony 1
Institution
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Suomen Pankki 3
Published in...
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Research Discussion Papers / Suomen Pankki 3
Source
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RePEc 3
Showing 1 - 3 of 3
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Long cycles in growth: explorations using new frequency domain techniques with US data
Crowley, Patrick M - Suomen Pankki - 2010
In his celebrated 1966 Econometrica article, Granger first hypothesized that there is a ‘typical’ spectral shape for an economic variable. This ‘typical’ shape implies decreasing levels of energy as frequency increases, which in turn implies an extremely long cycle in economic...
Persistent link: https://www.econbiz.de/10008626082
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An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform
Crowley, Patrick M; Schildt, Tony - Suomen Pankki - 2009
indicators for. <p> In this paper we use the Hilbert-Huang transform, which comprises the empirical mode decomposition (EMD) and …
Persistent link: https://www.econbiz.de/10008509431
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How do you make a time series sing like a choir? Using the Hilbert-Huang transform to extract embedded frequencies from economic or financial time series
Crowley, Patrick M - Suomen Pankki - 2009
The Hilbert-Huang transform (HHT) was developed late last century but has still to be introduced to the vast majority …
Persistent link: https://www.econbiz.de/10008509432
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