Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
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
|
Subject: | Exchange rate | Inflation | Frequency-domain | Wavelet | Asymmetry | Zustandsraummodell | State space model | Kausalanalyse | Causality analysis | Wechselkurs | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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