Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Mohsen Bahmani-Oskooee, Tsangyao Chang, Omid Ranjbar
| Year of publication: |
August 2016
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|---|---|
| Authors: | Bahmani-Oskooee, Mohsen ; Chang, Tsangyao ; Ranjbar, Omid |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 56.2016, p. 66-78
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| Subject: | Exchange rate | Inflation | Frequency-domain | Wavelet | Asymmetry | Zustandsraummodell | State space model | Kausalanalyse | Causality analysis | Wechselkurs | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645993