Wavelet analysis, although used extensively in disciplines such as signal processing,
engineering, medical sciences, physics and astronomy, has not fully entered the economics …

In this study, we investigate the degree of persistence for aggregate energy consumption per
capita for 113 countries over the period 1960–2014 through a recently introduced fractional …

This book offers an introduction to wavelet theory and provides the essence of wavelet
analysis OCo including Fourier analysis and spectral analysis; the maximum overlap …

This paper illustrates an application of wavelets as a possible vehicle for investigating the
issue of market efficiency in futures markets for oil. The paper provides a short introduction to …

Wavelet analysis, although used extensively in disciplines such as signal processing,
engineering, medical sciences, physics and astronomy, has not yet fully entered the …

In this paper, we investigate the relationship between industrial production and sectoral
credit defaults (non-performing loans ratio) cycle by wavelet network analysis in Turkey over …

The standard cointegration and the persistence of the spread of the Brent-WTI price have
been widely analyzed. However, no studies have been able to present evidence of both …

We use a fractionally cointegrated vector autoregressive model to examine the relationship
between Canadian political support and macroeconomic conditions. This model is well …

This paper examines the inflation dynamics and common trends in the real gross domestic
product (GDP) in the candidate countries of the embryonic West African Monetary Zone …

The authors reexamine the volatility of agricultural commodity futures for evidence of
fractional integration, providing new empirical results and extending the extant literature in …