Search Results - subject:"Wavelet Transform"

Investigating the causal linkages among inflation, interest rate, and economic growth in Pakistan under the influence of COVID-19 pandemic: A wavelet transformation approach

Hayat, Muhammad Azmat; Ghulam, Huma; Batool, Maryam; … - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-22

relationship among variables for the very short run, medium run, long run, and very long run. The continuous wavelet transform (CWT …), the cross-wavelet transform (XWT), cross-wavelet coherence (WTC), and multi-scale Granger causality tests were used to …

Persistent link: https://www.econbiz.de/10013200961

Investigating the causal linkages among inflation, interest rate, and economic growth in Pakistan under the influence of COVID-19 pandemic : a wavelet transformation approach

Hayat, Muhammad Azmat; Ghulam, Huma; Batool, Maryam; … - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-22

Persistent link: https://www.econbiz.de/10012605914

Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model

Hajnal, Gábor; Hosszú, Zsuzsanna; Ozoróczy, Ákos Attila - 2024

using two methods: wavelet transform and error-correction models. Based on the wavelet analysis, we found a weakening of …

Persistent link: https://www.econbiz.de/10014563953

Estimating deposit interest rate pass-through in central and Eastern European countries using wavelet transform and error correction model

Hajnal, Gábor; Hosszú, Zsuzsanna; Ozoróczy, Ákos Attila - 2024

using two methods: wavelet transform and error-correction models. Based on the wavelet analysis, we found a weakening of …

Persistent link: https://www.econbiz.de/10014500894

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

An empirical wavelet transform-based approach for motion artifact removal in electroencephalogram signals

Nayak, Abhay B.; Shah, Aastha; Maheshwari, Shishir; … - In: Decision analytics journal 10 (2024), pp. 1-7

developed an effective approach to mitigate the motion artifacts in EEG signals by using empirical wavelet transform (EWT …

Persistent link: https://www.econbiz.de/10014543810

The volatility mechanism and intelligent fusion forecast of new energy stock prices

Fan, Guo-Feng; Zhang, Ruo-Tong; Cao, Cen-Cen; Peng, Li-Ling - In: Financial innovation : FIN 10 (2024), pp. 1-37

The new energy industry is strongly supported by the state, and accurate forecasting of stock price can lead to better understanding of its development. However, factors such as cost and ease of use of new energy, as well as economic situation and policy environment, have led to continuous...

Persistent link: https://www.econbiz.de/10014535574

Opacity and frequency dependence of beta

Ejaz, Sana; Volkov, Vladimir - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062536

Exchange rate pass-through at high and low frequencies in Turkey : a continuous wavelet transform model approach

Bilgili, Faik; Kuşkaya, Sevda; Gençoğlu, Pelin; … - In: Journal of economic structures : JES; the official … 13 (2024), pp. 1-23

:01-2019:12 in Turkey. The Wavelet Transform outcomes reveal that at a higher frequency, an upsurge in the Consumer Price Index (CPI …

Persistent link: https://www.econbiz.de/10015334671

Time scales based analysis of the effects of COVID-19 related economic support on the stock markets in emerging markets

Kamişli, Melik; Özer, Mustafa; Sayilir, Özlem; … - In: Journal of Central Banking Theory and Practice 12 (2023) 3, pp. 41-60

economicsupport in 19 emerging countries by using the Maximal Overlap Dis-crete Wavelet Transform (MODWT) and Fourier Toda …

Persistent link: https://www.econbiz.de/10014558451