Proceedings of the 2015 International Conference on Social Science and Technology Education

Studies on the Fluctuation Characteristics of money-supply in China Based on empirical mode decomposition

Authors
Lei Hong, Huang JunYing
Corresponding Author
Lei Hong
Available Online April 2015.
DOI
https://doi.org/10.2991/icsste-15.2015.259How to use a DOI?
Keywords
EMD; money supply; multiple time scale; fluctuation characteristics
Abstract

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.

Copyright
© 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/).

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Volume Title
Proceedings of the 2015 International Conference on Social Science and Technology Education
Series
Advances in Social Science, Education and Humanities Research
Publication Date
April 2015
ISBN
978-94-62520-60-8
ISSN
2352-5398
DOI
https://doi.org/10.2991/icsste-15.2015.259How to use a DOI?
Copyright
© 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  -