A wavelet-based approach to filter out symmetric macroeconomic shocks
Roman Marsalek; Jitka Pomenkova; Svatopluk Kapounek
| Year of publication: |
2014
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|---|---|
| Authors: | Marsalek, Roman ; Pomenkova, Jitka ; Kapounek, Svatopluk |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 4, p. 477-488
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| Subject: | Wavelet transform | Filters | Comovement | Macroeconomic shocks | Schock | Shock | Zustandsraummodell | State space model | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010489866