Wavelet modelling and forecasting and its application in the Chinese monetary multiplier

DOI10.1007/BF02452491zbMath0952.91065MaRDI QIDQ1818206

Bin Liu, Qinxi Dong

Publication date: 4 January 2000

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

monetary multiplier; time-varying autoregressive model; wavelets transform

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

91B84: Economic time series analysis

91B64: Macroeconomic theory (monetary models, models of taxation)

Cites Work

• Orthonormal bases of compactly supported wavelets
• Biorthogonal bases of compactly supported wavelets
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