Search Results - subject:"continuous wavelet transform"

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

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

This paper investigates the effect of the exchange rate on prices through wavelet analysis for the period 2010:01-2019:12 in Turkey. The Wavelet Transform outcomes reveal that at a higher frequency, an upsurge in the Consumer Price Index (CPI) is associated with an increase in the exchange rate,...

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

The impact of US productivity growth on unemployment in the time-frequency domain : is AI causing a change in the relationship?

Crowley, Patrick M.; Hudgins, David - In: Empirical economics : a quarterly journal of the … 66 (2024) 5, pp. 2169-2190

Persistent link: https://www.econbiz.de/10014520139

Mortgages, house prices, and business cycle dynamic : a medium-run exploration using the continuous wavelet transform

Andreani, Michele; Giri, Federico - In: International review of economics & finance : IREF 94 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014582768

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 …

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

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

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

relationship among variables for the very short run, medium run, long run, and very long run. The continuous wavelet transform (CWT …

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

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

The Phillips curve at 65 : time for time and frequency

Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 151 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014478731

Phillips curve and the exchange rate pass-through : a time-frequency approach

Alves, Weider Loureto; Ferreira, Roberto Tatiwa - In: Empirical economics : a quarterly journal of the … 64 (2023) 5, pp. 2165-2181

Persistent link: https://www.econbiz.de/10014253795