IEEE - Institute of Electrical and Electronics Engineers, Inc. - Frequency Domain Method for Analysis of Macroeconomic Time Series

2010 International Conference on Multimedia Technology (ICMT)

Author(s): Xiaomeng Zhu ; Weixin Luan ; Yi-Sheng Zhu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2010
Conference Location: Ningbo, China, China
Conference Date: 29 October 2010
Page(s): 1 - 4
ISBN (CD): 978-1-4244-7873-6
ISBN (Electronic): 978-1-4244-7874-3
ISBN (Paper): 978-1-4244-7871-2
DOI: 10.1109/ICMULT.2010.5630827
Regular:

In this paper the transmission characteristics of the Hodrick-Prescott (HP) filter and the frequency-domain characteristics of China's gross domestic product (GDP) time series are studied. An 3dB... View More

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