Measuring business cycles: Empirical Mode Decomposition of economic time series
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DOI: 10.1016/j.econlet.2014.03.009
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References listed on IDEAS
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Cited by:
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- Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng, 2021. "Forecasting stock index price using the CEEMDAN-LSTM model," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Raphael Douglas de Freitas Lucena & Rodolfo Ferreira Ribeiro Costa & Ivan Castelar & Francisco Soares de Lima, 2021. "Dynamic Analysis of Criminal Behavior: An Application of Empirical Mode Decomposition," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(4), pages 1-47, April.
- Ke Gong & Yi Peng & Yong Wang & Maozeng Xu, 2018. "Time series analysis for C2C conversion rate," Electronic Commerce Research, Springer, vol. 18(4), pages 763-789, December.
- Xu, Chao & Zhao, Xiaojun & Wang, Yanwen, 2022. "Causal decomposition on multiple time scales: Evidence from stock price-volume time series," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
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More about this item
Keywords
Business cycle; Empirical Mode Decomposition; Band-pass filter;All these keywords.
JEL classification:
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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