The yield curve and the macro-economy across time and frequencies (Q318879)
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scientific article; zbMATH DE number 6633179
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| English | The yield curve and the macro-economy across time and frequencies |
scientific article; zbMATH DE number 6633179 |
Statements
The yield curve and the macro-economy across time and frequencies (English)
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6 October 2016
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macro-finance
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yield curve
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Kalman filter
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continuous wavelet transform
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wavelet coherency
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phase-difference
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0.8429804444313049
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0.7745457291603088
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0.7510890364646912
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0.7486168742179871
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0.746222972869873
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