Studies on the Fluctuation Characteristics of money-supply in China Based on empirical mode decomposition
- https://doi.org/10.2991/icsste-15.2015.259How to use a DOI?
- EMD; money supply; multiple time scale; fluctuation characteristics
In this paper, the empirical mode decomposition (EMD) method of the wavelet transformation is introduced into the processing to economic time series data, and explored the evolutionary law and development trends of money supply in different time scales, and analyzed the trends of each component and its influence factors. Results show that, EMD can more accurately extract the components with the different cycle of volatility in the time series of money supply, so there should be a broad application prospects in analysis and modeling for macroeconomic data.
- © 2015, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Lei Hong AU - Huang JunYing PY - 2015/04 DA - 2015/04 TI - Studies on the Fluctuation Characteristics of money-supply in China Based on empirical mode decomposition BT - Proceedings of the 2015 International Conference on Social Science and Technology Education PB - Atlantis Press SP - 1039 EP - 1042 SN - 2352-5398 UR - https://doi.org/10.2991/icsste-15.2015.259 DO - https://doi.org/10.2991/icsste-15.2015.259 ID - Hong2015/04 ER -