Measuring business cycles: a wavelet analysis of economic time series

DOI10.1016/J.ECONLET.2008.01.008MaRDI QIDQ1934857zbMATH OpenOpenAlexFDO

Authors Motohiro Yogo

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://repository.upenn.edu/cgi/viewcontent.cgi?article=1020&context=fnce_papers

zbMATH Keywords

band-pass filterbusiness cyclelinear filtertrendwavelets

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cites work

• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• Wavelets and filter banks

Cited in

(17)

• Combination of biorthogonal wavelet hybrid kernel OCSVM with feature weighted approach based on EVA and GRA in financial distress prediction
• Using wavelets to understand the relationship between mortgages and gross domestic product in Spain
• A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
• Wavelet scalograms and their applications in economic time series
• Amplitude and phase synchronization of European business cycles: a wavelet approach
• A wavelet approach for factor-augmented forecasting
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
• Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach
• The application of minimal error analytical method in the analysis of economic periodicity
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• Wavelet Variance Analysis of Output in G-7 Countries
• Extracting business cycles with three filters: A comparative study and application in the case of China
• Timescale methods in economics: wavelet analysis of business cycle fluctuations
• On chaotic sets of solutions for a class of differential inclusions in \(\mathbb{R}^2\)

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• wmtsa

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