Wavelet Variance Analysis of Output in G-7 Countries

DOI10.2202/1558-3708.1435zbMATH Open1268.91137OpenAlexW1964020392MaRDI QIDQ5452782FDOQ5452782

Authors: Marco Gallegati, Mauro Gallegati 

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1435

Recommendations

• SCALING LAWS IN THE MACROECONOMY
• The international business cycle in a changing world: Volatility and the propagation of shocks in the G-7
• Measuring business cycles: a wavelet analysis of economic time series
• Measuring World Business Cycles
• Wavelet scalograms and their applications in economic time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (9)

• Stochastic Lotka-Volterra equations: a model of lagged diffusion of technology in an interconnected world
• The international business cycle in a changing world: Volatility and the propagation of shocks in the G-7
• Wavelet-based option pricing: an empirical study
• The yield curve and the macro-economy across time and frequencies
• SCALING LAWS IN THE MACROECONOMY
• Amplitude and phase synchronization of European business cycles: a wavelet approach
• De-noising option prices with the wavelet method
• Wavelet-based detection of outliers in financial time series
• Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

This page was built for publication: Wavelet Variance Analysis of Output in G-7 Countries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452782)