A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence (Q2493690): Difference between revisions

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Property / DOI: 10.1016/j.amc.2005.08.019 / rank
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Latest revision as of 00:23, 19 December 2024

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A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
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    A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence (English)
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    16 June 2006
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    co-integration
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    Granger-Causality
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    impulse response
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    Mallat's pyramid algorithm
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    stationary time series
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    vector auto-regression
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    wavelet filtering
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