Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Aviral Kumar Tiwari; Niyati Bhanja, Arif Billah Dar; Olaolu Richard Olayeni
| Year of publication: |
2015
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Bhanja, Niyati ; Dar, Arif Billah ; Olayeni, Olaolu Richard |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 1, p. 91-109
|
| Subject: | Co-movement | Wavelets | Time-frequency | Inflation | G7 | G7-Staaten | G7 countries | Zustandsraummodell | State space model | Korrelation | Correlation | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010511337