An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform:

Many indicators of business and growth cycles have been constructed by both private and public agencies and are now in use as monitoring devices of economic conditions and for forecasting purposes. As these indicators are largely composite constructs using other economic data, their frequency compos...

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Bibliographische Detailangaben
Beteilige Person: Crowley, Patrick M.. (VerfasserIn)
Weitere beteiligte Personen: Schildt, Tony (MitwirkendeR)
Format: Elektronisch Buchkapitel
Sprache:Englisch
Veröffentlicht: Paris OECD Publishing 2012
Schlagwörter:
Links:https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
https://doi.org/10.1787/jbcma-2012-5k92snjzsnnr
Zusammenfassung:Many indicators of business and growth cycles have been constructed by both private and public agencies and are now in use as monitoring devices of economic conditions and for forecasting purposes. As these indicators are largely composite constructs using other economic data, their frequency composition is likely different to that of the variables that they are used as for indicators
Umfang:1 Online-Ressource (31 Seiten) 21 x 28cm
DOI:10.1787/jbcma-2012-5k92snjzsnnr