Search Results - subject:"Continuous wavelet transform"

Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis

Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, … - Faculdade de Economia, Universidade do Porto - 2011

We use wavelet tools and Economic Sentiment Indicators to study the synchronization of economic cycles in the Euro Area. We assess the time-varying and frequency-varying pattern of business cycles synchronization in the Area and test the impact of the creation of the European Monetary Union in...

Persistent link: https://www.econbiz.de/10010617851

The Continuous Wavelet Transform: A Primer

Aguiar, Luís Francisco; Soares, Maria Joana - Núcleo de Investigação em Políticas Económicas … - 2011

Continuous Wavelet Transform, the Cross-Wavelet, the Wavelet Coherency and the Phase-Difference. Furthermore, we generalize the … Wavelet Transform has also been growing. We provide a self-contained summary on continuous wavelet tools, such as the …Economists are already familiar with the Discrete Wavelet Transform. However, a body of work using the Continuous …

Persistent link: https://www.econbiz.de/10009021658

Causality in continuous wavelet transform without spectral matrix factorization : theory and application

Olayeni, Olaolu Richard - In: Computational economics 47 (2016) 3, pp. 321-340

Persistent link: https://www.econbiz.de/10011712373

Stock market recovery from the 2008 financial crisis : the differences across Europe

Ivanov, I.; Kabaivanov, Stanimir; Bogdanova, Boryana - In: Research in international business and finance 37 (2016), pp. 360-374

Persistent link: https://www.econbiz.de/10011595285

Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis

Aloui, Chaker; Hkiri, Besma; Nguyen, Duc Khuong - In: Economic modelling 52 (2016), pp. 322-331

Persistent link: https://www.econbiz.de/10011642762

The yield curve and the macro-economy across time and frequencies

Aguiar, Luís Francisco; Martins, Manuel M. F.; Soares, … - Núcleo de Investigação em Políticas Económicas … - 2010

This paper assesses the relation between the yield curve and the main macroeconomic variables in the U.S. between early 1960s and 2009 across time and frequencies, using wavelet analyses. The shape of the yield curve is modelled by latent factors corresponding to its level, slope and curvature,...

Persistent link: https://www.econbiz.de/10008548741

Business Cycle Synchronization and the Euro: a Wavelet Analysis

Aguiar, Luís Francisco; Soares, Maria Joana - Núcleo de Investigação em Políticas Económicas … - 2010

We use wavelet analysis to study cycle synchronization across the EU-15 and the Euro-12 countries. Based on the wavelet transform, we propose a metric to measure and test for business cycles synchronization. Several conclusions emerge. France and Germany form the core of the Euro land, being the...

Persistent link: https://www.econbiz.de/10008765054

The yield curve and the macro-economy across time and frequencies

Aguiar-Conraria, Luís; Martins, Manuel M. F.; Soares, … - Faculdade de Economia, Universidade do Porto - 2010

This paper assesses the relation between the yield curve and the main macroeconomic variables in the U.S. between early 1960s and 2010 across time and frequencies, using wavelet analyses. The shape of the yield curve is modelled by latent factors corresponding to its level, slope and curvature,...

Persistent link: https://www.econbiz.de/10008457213

Wavelet-based analysis of spectral rearrangements of EEG patterns and of non-stationary correlations

Bozhokin, S.V.; Suslova, I.B. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 151-160

propose the algorithm based on continuous wavelet transform (CWT) followed by the analysis of spectral integral dynamics in a …

Persistent link: https://www.econbiz.de/10011194018

A wavelet analysis of capital markets' integration in Latin America

Dima, B.; Dima, Ş. M.; Barna, F. - In: Applied economics 47 (2015) 10/12, pp. 1019-1036

Persistent link: https://www.econbiz.de/10010486325