DocumentCode
2999043
Title
Frequency Domain Method for Analysis of Macroeconomic Time Series
Author
Zhu, Xiaomeng ; Luan, Weixin ; Zhu, Yi-Sheng
Author_Institution
Humanities & Social Sci. Coll., Dalian Maritime Univ., Dalian, China
fYear
2010
fDate
29-31 Oct. 2010
Firstpage
1
Lastpage
4
Abstract
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 bandwidth of HP filter is defined and the effect of the smoothing parameters on the macroeconomic time series is analyzed. We propose that the trend components for more high-precision can be obtained by interpolation and the economic cycle of China´s GDP be determined by the discrete Fourier transformation of the fluctuation component of GDP time series.
Keywords
discrete Fourier transforms; economic indicators; interpolation; macroeconomics; time series; China gross domestic product; Hodrick-Prescott filter; discrete Fourier transformation; frequency domain method; interpolation; macroeconomic time series analysis; Bandwidth; Economic indicators; Fluctuations; Interpolation; Smoothing methods; Time frequency analysis; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Multimedia Technology (ICMT), 2010 International Conference on
Conference_Location
Ningbo
Print_ISBN
978-1-4244-7871-2
Type
conf
DOI
10.1109/ICMULT.2010.5630827
Filename
5630827
Link To Document