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  • Search: subject:"Power spectrum"
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Year of publication
Subject
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wavelet power spectrum 6 State space model 4 Zustandsraummodell 4 Central bank governor turnover 2 Forecasting model 2 Morlet wavelet transform 2 Prognoseverfahren 2 coherence 2 complex Morlet wavelets 2 correlation 2 inflation 2 wavelet coherence 2 wavelets 2 3-D Surface Plot 1 ARCH model 1 ARCH-Modell 1 Agrarpreis 1 Agricultural Commodity 1 Agricultural price 1 Aktienmarkt 1 Business cycle 1 Börsenkurs 1 CAPM 1 Capital income 1 Central bank 1 Commodity price 1 Continuous Wavelet Transform 1 Correlation 1 Crude Oil 1 Economic indicator 1 Erdöl 1 Fractal Attractors 1 Fractional Brownian Motion 1 Frühindikator 1 GARCH Model 1 Geldpolitik 1 HMM 1 Histogram 1 Hurst Exponent 1 Inflation 1
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Online availability
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Free 10 CC license 1
Type of publication
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Article 7 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 2 Graue Literatur 1 Non-commercial literature 1
Language
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English 8 Undetermined 2
Author
All
Adam, Anokye M. 2 Phiri, Andrew 2 Tweneboah, George 2 Aguiar-Conraria, Luís 1 Ashby, Michael F. 1 Des Rosiers, Francois 1 Dominique, C-Rene 1 Junior, Peterson Owusu 1 Li, Yushu 1 Linton, Oliver 1 Meng, Xiangcai 1 Ojo, Mustapha Olalekan 1 Owusu Junior, Peterson 1 Reese, Simon 1 Rivera-Solis, Luis Eduardo 1 SELEŢCHI, Emilia Dana 1 Soares, Maria Joana 1
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Institution
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Cambridge working papers in economics 1 Cogent Business & Management 1 Cogent Economics & Finance 1 Cogent business & management 1 Cogent economics & finance 1 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of finance & economics : IJFE 1 Janeway Institute working paper series 1 Journal of Information Systems & Operations Management 1 MPRA Paper 1
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Source
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ECONIS (ZBW) 5 RePEc 3 EconStor 2
Showing 1 - 10 of 10
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The performance of OECD's composite leading indicator
Ojo, Mustapha Olalekan; Aguiar-Conraria, Luís; Soares, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2265-2277
Persistent link: https://www.econbiz.de/10014533409
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Central Bank Governor Turnover And Inflation In Zambia:Using Complex Wavelets for a Clearer Picture
Phiri, Andrew - In: Cogent Business & Management 9 (2022) 1, pp. 1-16
The Bank of Zambia has one of the highest central bank turnover averages in Africa and the inflationary effects of the low central bank autonomy are yet to be empirically quantified. This study develops an index of central bank turnover for the Zambian economy extending from 1984 to 2020 and...
Persistent link: https://www.econbiz.de/10014505579
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.; Linton, Oliver - 2022
Persistent link: https://www.econbiz.de/10013486082
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Central bank governor turnover and inflation in Zambia : using complex wavelets for a clearer picture
Phiri, Andrew - In: Cogent business & management 9 (2022) 1, pp. 1-16
The Bank of Zambia has one of the highest central bank turnover averages in Africa and the inflationary effects of the low central bank autonomy are yet to be empirically quantified. This study develops an index of central bank turnover for the Zambian economy extending from 1984 to 2020 and...
Persistent link: https://www.econbiz.de/10014441913
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Does agricultural commodity price co-move with oil price in the time-frequency space? : evidence from the Republic of Korea
Meng, Xiangcai - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 125-133
Persistent link: https://www.econbiz.de/10011881423
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Co-movement of real exchange rates in the West African Monetary Zone
Junior, Peterson Owusu; Adam, Anokye M.; Tweneboah, George - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-18
In three different ways of lead-lag causal relationship, covariance/correlation and coherence, we apply the wavelets analysis via the Continuous Morlet Wavelet Transform to delineate the significant frequency-time domain lead-lag relationships for the West African Monetary Zone member countries...
Persistent link: https://www.econbiz.de/10011988773
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Co-movement of real exchange rates in the West African Monetary Zone
Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent economics & finance 5 (2017) 1, pp. 1-18
In three different ways of lead–lag causal relationship, covariance/correlation and coherence, we apply the wavelets analysis via the Continuous Morlet Wavelet Transform to delineate the significant frequency–time domain lead–lag relationships for the West African Monetary Zone member...
Persistent link: https://www.econbiz.de/10011882485
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Wavelet improvement in turning point detection using a Hidden Markov Model
Li, Yushu; Reese, Simon - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2014
. By providing both frequency and time resolutions, the wavelet power spectrum can identify the process dynamics at various …
Persistent link: https://www.econbiz.de/10011097053
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Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index
Dominique, C-Rene; Rivera-Solis, Luis Eduardo; Des … - Volkswirtschaftliche Fakultät, … - 2010
by a high long term Hurst exponent and hence by a ‘black noise’ with a power spectrum proportional to f-b (b > 2). In …
Persistent link: https://www.econbiz.de/10008577625
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MEDICAL IMAGE PROCESSING USING MATLAB
SELEŢCHI, Emilia Dana - In: Journal of Information Systems & Operations Management 2 (2008) 1, pp. 194-210
MATLAB and the Image Processing Toolbox provide a wide range of advanced image processing functions and interactive tools for enhancing and analyzing digital images. The interactive tools allowed us to perform spatial image transformations, morphological operations such as edge detection and...
Persistent link: https://www.econbiz.de/10009144573
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