Are output fluctuations transitory or permanent? : new evidence from a novel global multi-scale modeling approach
Mumtaz Ahmed, Muhammad Azam, Stelios Bekiros and Syeda Mahlaqa Hina
| Year of publication: |
2021
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|---|---|
| Authors: | Ahmed, Mumtaz ; Azam, Muhammad ; Bekiros, Stelios ; Hina, Syeda Mahlaqa |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 5.2021, 3, p. 373-396
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| Subject: | iscrete wavelet transform | stationarity | real GDP per capita | multi-resolution approach | wavelet unit root test | smooth structural change | Einheitswurzeltest | Unit root test | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätzung | Estimation | Konjunktur | Business cycle | Strukturwandel | Structural change | Theorie | Theory |
freely available