Wavelet Variance Analysis of Output in G-7 Countries

DOI10.2202/1558-3708.1435MaRDI QIDQ5452782zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(10)

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

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