Wavelets in Economics and Finance: Past and Future

In this paper I review what insights we have gained about economic and financial relationships from the use of wavelets and speculate on what further insights we may gain in the future. Wavelets are treated as a 'lens' that enables the researcher to explore relationships that previously were unobservable.

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Year of publication:	2007
Authors:	Ramsey, James
Published in:	Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 6.2007, 3, p. 1090-1090
Publisher:	Berkeley Electronic Press
Subject:	Wavelets \| time scale \| forecasts \| oscillating frequencies \| denoising \| consumption function \| income velocity \| time varying delays

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Extent:	application/pdf
Type of publication:	Article
Notes:	oai:bepress:
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004966105