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Autor:innen: 
Erscheinungsjahr: 
2009
Schriftenreihe/Nr.: 
Bank of Finland Research Discussion Papers No. 32/2009
Verlag: 
Bank of Finland, Helsinki
Zusammenfassung: 
The Hilbert-Huang transform (HHT) was developed late last century but has still to be introduced to the vast majority of economists. The HHT transform is a way of extracting the frequency mode features of cycles embedded in any time series using an adaptive data method that can be applied without making any assumptions about stationarity or linear data-generating properties. This paper introduces economists to the two constituent parts of the HHT transform, namely empirical mode decomposition (EMD) and Hilbert spectral analysis. Illustrative applications using HHT are also made to two financial and three economic time series.
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
978-952-462-553-1
Dokumentart: 
Working Paper

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