A new approach to causality in the frequency domain

This study refers to the earlier work of analysis in the frequency domain. A different definition of causality is made, and its implications to the general idea of causality are discussed. The causality relationship between two monetary aggregates, simple sum and Divisia indices, and their relation with the personal income is analyzed using wavelet time-scale decomposition.

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Year of publication:	2004
Authors:	Dalkir, Mehmet
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2004, 44, p. 1-14
Publisher:	AccessEcon
Subject:	aggregation theory

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Extent:	application/pdf
Type of publication:	Article
Language:	English
Classification:	C0 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005767626