Crowley Patrick M. - In: Studies in Nonlinear Dynamics & Econometrics 16 (2012) 5, pp. 1-31
Empirical Mode Decomposition (EMD) was developed late last century, but has still to be introduced to the vast majority of economists. EMD was originally one of the components of Hilbert Huang Transform (HHT) which was a process of extracting the frequency mode features of cycles embedded in any...