Search Results - subject:"Wavelet Power Spectrum"

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

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

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

Persistent link: https://www.econbiz.de/10014441913

Not a short-run noise! : the low-frequency volatility of energy inflation

Andreani, Michele; Giri, Federico - In: Finance research letters 51 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014304814

How far is gas from becoming a global commodity?

Aguiar-Conraria, Luís; Conceição, Gilmar; Soares, … - In: The energy journal 43 (2022) 4, pp. 179-198

Persistent link: https://www.econbiz.de/10013411959

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

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

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

A time-frequency analysis of the Canadian macroeconomy and the yield curve

Ojo, Mustapha Olalekan; Aguiar-Conraria, Luís; Soares, … - In: Empirical economics : a journal of the Institute for … 58 (2020) 5, pp. 2333-2351

Persistent link: https://www.econbiz.de/10012255868

Financial cycle and business cycle : an empirical analysis based on the data from the U.S

Yan, Chuanpeng; Huang, Kevin X. D. - In: Economic modelling 93 (2020), pp. 693-701

Persistent link: https://www.econbiz.de/10012430341