Open AccessComparison of EMD and HP Filter for Cycle Extraction with Korean Macroeconomic Indices
Author(s) -
Minjeong Park,
Byeongchan Seong
Publication year - 2014
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2014.27.3.431
Subject(s) - hodrick–prescott filter , hilbert–huang transform , volatility (finance) , econometrics , granger causality , autocorrelation , filter (signal processing) , vector autoregression , mathematics , economics , statistics , computer science , business cycle , macroeconomics , computer vision