Measuring business cycles: Empirical Mode Decomposition of economic time series

Ivan Kožić and Ivan Sever

Economics Letters, 2014, vol. 123, issue 3, 287-290

Abstract: This paper continues discussion on the issue of time series decomposition by presentation of the Empirical Mode Decomposition technique. This technique outperforms well-known time-series filters by providing a deeper insight into the structure of time series.

Keywords: Business cycle; Empirical Mode Decomposition; Band-pass filter (search for similar items in EconPapers)
JEL-codes: C4 E32 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:123:y:2014:i:3:p:287-290

DOI: 10.1016/j.econlet.2014.03.009

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