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

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scientific article; zbMATH DE number 5032977
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    A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
    scientific article; zbMATH DE number 5032977

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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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