The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
From MaRDI portal
Recommendations
Cited in
(38)- Wavelet analysis of stock returns and aggregate economic activity
- Interest rate spreads and output: a time scale decomposition analysis using wavelets
- Macrofinancial imbalances in historical perspective: a global crisis index
- Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring
- De-noising option prices with the wavelet method
- Using wavelets to understand the relationship between mortgages and gross domestic product in Spain
- Wavelet-based option pricing: an empirical study
- Revealing the implied risk-neutral MGF from options: the wavelet method
- A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression
- Improving model performance with the integrated wavelet denoising method
- Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
- Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- A wavelet approach for factor-augmented forecasting
- Wavelets in Economics and Finance: Past and Future
- The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
- SCALING LAWS IN THE MACROECONOMY
- An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data
- scientific article; zbMATH DE number 1281932 (Why is no real title available?)
- The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra
- Systematic risk and timescales
- Causal structure among US corn futures and regional cash prices in the time and frequency domain
- Testing for spurious and cointegrated regressions: A wavelet approach
- Early warning signals of financial stress: a ``wavelet-based composite indicators approach
- scientific article; zbMATH DE number 5165619 (Why is no real title available?)
- Wavelet-based multi-resolution GARCH model for financial spillover effects
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting
- Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective
- Timescale methods in economics: wavelet analysis of business cycle fluctuations
- Macro-financial dynamics: theories, empirical methods, and time scales
- Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method
- Multiscale SUR estimation of systematic risk
- Bayesian neural networks for macroeconomic analysis
- Development of multi-forecasting model using Monte Carlo simulation coupled with wavelet denoising-ARIMA model
- Wavelet methods in statistics: some recent developments and their applications
This page was built for publication: The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368222)
