A guide to wavelets for economists
PM Crowley - Journal of Economic Surveys, 2007 - Wiley Online Library
Wavelet analysis, although used extensively in disciplines such as signal processing,
engineering, medical sciences, physics and astronomy, has not fully entered the economics …
engineering, medical sciences, physics and astronomy, has not fully entered the economics …
Persistence in per capita energy consumption: a fractional integration approach with a Fourier function
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 …
capita for 113 countries over the period 1960–2014 through a recently introduced fractional …
[图书][B] An introduction to wavelet theory in finance: a wavelet multiscale approach
F In, S Kim - 2013 - books.google.com
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 …
analysis OCo including Fourier analysis and spectral analysis; the maximum overlap …
Wavelet-based prediction of oil prices
S Yousefi, I Weinreich, D Reinarz - Chaos, Solitons & Fractals, 2005 - Elsevier
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 …
issue of market efficiency in futures markets for oil. The paper provides a short introduction to …
An intuitive guide to wavelets for economists
PM Crowley - Bank of Finland Research Discussion Paper, 2005 - papers.ssrn.com
Wavelet analysis, although used extensively in disciplines such as signal processing,
engineering, medical sciences, physics and astronomy, has not yet fully entered the …
engineering, medical sciences, physics and astronomy, has not yet fully entered the …
Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey
A Cifter, S Yilmazer, E Cifter - Economic Modelling, 2009 - Elsevier
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 …
credit defaults (non-performing loans ratio) cycle by wavelet network analysis in Turkey over …
A new way of measuring the WTI–Brent spread. Globalization, shock persistence and common trends.
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 …
been widely analyzed. However, no studies have been able to present evidence of both …
A fractionally cointegrated VAR analysis of economic voting and political support
MEC Jones, MØ Nielsen… - Canadian Journal of …, 2014 - Wiley Online Library
We use a fractionally cointegrated vector autoregressive model to examine the relationship
between Canadian political support and macroeconomic conditions. This model is well …
between Canadian political support and macroeconomic conditions. This model is well …
Inflationary shocks and common economic trends: Implications for West African monetary union membership
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 …
product (GDP) in the candidate countries of the embryonic West African Monetary Zone …
Long memory in commodity futures volatility: A wavelet perspective
J Elder, HJ Jin - Journal of Futures Markets: Futures, Options …, 2007 - Wiley Online Library
The authors reexamine the volatility of agricultural commodity futures for evidence of
fractional integration, providing new empirical results and extending the extant literature in …
fractional integration, providing new empirical results and extending the extant literature in …