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On time and frequency-varying Okun’s coefficient

A new approach based on ensemble empirical mode decomposition

Bibliographic Data

ID21541791
AuthorsMyeong Jun Kim (Guangzhou University), Stanley I M Ko, Stanley Iat-Meng Ko (0000-0001-6759-6556, University of Macau), Sung Y Park (0000-0001-9149-7603, Chung-Ang University, corresponding author)
Year2021
Volume61
Issue3
Pages1151-1188
Publication date2021-09-01
Open AccessYes
TypeARTICLE
VenueEmpirical Economics (JOURNAL)
Journal identifiersISSN: 0377-7332 • E-ISSN: 1435-8921
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s00181-020-01904-5
OpenAlexW3041739499
LanguageEN
Citations received2
References cited29

Detrended fluctuation analysis · Econometrics · Economics · Hilbert–Huang transform · Lag · Okun's law · Physics · Statistics · Time series · Unemployment · Unemployment rate · White noise · Computer Science · Mathematics · Unemployment and Economic Growth

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    Open Access•Asma Raies, Mohamed Ben Mimoun•Administration & Society•2025

  • Are Technology Improvements Contractionary?

    Susanto Basu, John G Fernald et al.•American Economic Review•2006

  • The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

    Open Access•Norden E Huang, Zheng Shen et al.•Proceedings of the Royal Society…•1998

  • Computation and analysis of multiple structural change models

    Open Access•Jushan Bai, Pierre Perron•Journal of Applied Econometrics•2003

  • Ensemble Empirical Mode Decomposition

    Zhaohua Wu, Norden E Huang•Advances in Adaptive Data Analysis•2009

  • Dynamic Conditional Correlation

    Robert Engle, Robert F Engle•Journal of Business and Economic…•2002

  • Okun's Law

    Martin F J Prachowny•The Review of Economics and…•1993

Citations per year0.5
Citation span2022 - 2025 (4)
Highly citedNo

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