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Search: subject:"wavelet phase angle"
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wavelet phase angle
7
wavelet analysis
4
Hilbert wavelet pair
3
MODHWT
3
Schätzung
3
Zustandsraummodell
3
wavelet coherence
3
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band-pass filter
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business cycle
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business cycle synchronization
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excess returns
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real wages
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Marczak, Martyna
4
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3
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1
Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
-
2015
-lag relation between these variables. The
wavelet
phase
angle
allows for decoupling short- and long-run relations and is …
Persistent link: https://www.econbiz.de/10011319143
Saved in:
2
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
-
2015
-lag relation between these variables. The
wavelet
phase
angle
allows for decoupling short- and long-run relations and is …
Persistent link: https://www.econbiz.de/10011325814
Saved in:
3
Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
Marczak, Martyna
;
Gómez, Víctor
-
2012
. We examine the extracted cycles drawing on two wavelet concepts: wavelet coherence and
wavelet
phase
angle
. In contrast …
Persistent link: https://www.econbiz.de/10010309235
Saved in:
4
Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
Marczak, Martyna
;
Gómez, Víctor
-
Forschungszentrum Innovation und Dienstleistung, …
-
2012
. We examine the extracted cycles drawing on two wavelet concepts: wavelet coherence and
wavelet
phase
angle
. In contrast …
Persistent link: https://www.econbiz.de/10010982038
Saved in:
5
On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
Bruzda, Joanna
-
2011
-dependent time delay. The estimators are: the wavelet cross-correlator and the
wavelet
phase
angle
-based estimator. Our results …
Persistent link: https://www.econbiz.de/10010304428
Saved in:
6
Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation
Bruzda, Joanna
- In:
Economics: The Open-Access, Open-Assessment E-Journal
5
(
2011
)
2011-16
,
pp. 1-46
the wavelet cross-correlator and the
wavelet
phase
angle
-based estimator. Our results provide some practical guidelines …
Persistent link: https://www.econbiz.de/10010306878
Saved in:
7
On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
Bruzda, Joanna
-
Institut für Weltwirtschaft (IfW)
-
2011
-dependent time delay. The estimators are: the wavelet cross-correlator and the
wavelet
phase
angle
-based estimator. Our results …
Persistent link: https://www.econbiz.de/10009643174
Saved in:
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