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Search: subject:"wavelet phase angle"
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wavelet phase angle
8
Zustandsraummodell
5
wavelet analysis
5
Hilbert wavelet pair
4
MODHWT
4
Schätzung
4
Zeitreihenanalyse
4
wavelet coherence
4
ARIMA-model-based approach
3
State space model
3
Time series analysis
3
excess returns
3
sentiment indicator
3
speculative bubble
3
stock market
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Bubbles
2
Capital income
2
Deutschland
2
Estimation
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Kapitaleinkommen
2
Konjunktur
2
Prognoseverfahren
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Reallohn
2
Speculation
2
Spekulation
2
Spekulationsblase
2
Stock market
2
USA
2
Wavelet phase angle
2
band-pass filter
2
business cycle
2
business cycle synchronisation
2
business cycle synchronization
2
euro zone
2
real wages
2
structural time series model
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English
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Marczak, Martyna
6
Bruzda, Joanna
4
Beissinger, Thomas
3
Gómez, Víctor
3
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Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften
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Institut für Weltwirtschaft (IfW)
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Applied economics letters
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Economic modelling
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Economics - The Open-Access, Open-Assessment E-Journal
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Economics Discussion Papers
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Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
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Economics: The Open-Access, Open-Assessment E-Journal
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EconStor
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ECONIS (ZBW)
3
RePEc
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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:
8
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
Saved in:
9
Cyclicality of real wages in the USA and Germany : new insights from wavelet analysis
Marczak, Martyna
;
Gómez, Víctor
- In:
Economic modelling
47
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011437805
Saved in:
10
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
),
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/10009353459
Saved in:
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