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
Year of publication: |
2009-11-21
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Authors: | Crowley, Patrick M |
Institutions: | Suomen Pankki |
Subject: | business cycles | growth cycles | Hilbert-Huang transform (HHT) | empirical mode decomposition (EMD) | economic time series | non-stationarity | spectral analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Research Discussion Papers The price is Available online only. Number 32/2009 37 pages |
Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; E00 - Macroeconomics and Monetary Economics. General |
Source: |
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