Similar Search Results

A Wavelet-Based Analysis of Commodity Futures Markets

Power, Gabriel - 2007

The time horizon of decision-making is an essential dimension of economic problemsbut is difficult to explicitly define. In this thesis, we use time series analysisaugmented by wavelet transform methods to precisely identify distinct time horizonsin economic data and measure their explanatory...

Persistent link: https://www.econbiz.de/10009466260

Resource Availability Awareness and Data Utility: The Foundation For A DSS Framework In A Pervasive Computing Environment

Russell, Stephen - 2008

, wavelets, and instant messaging as a comprehensive decision support solution to address data utility and resource availability …

Persistent link: https://www.econbiz.de/10009439429

Do Regional Integration Agreements Increase Business-Cycle Convergence? Evidence From APEC and NAFTA

Fernandez, Viviana; Kutan, Ali M. - 2005

Using monthly industrial sector data from January 1971 to March 2004, we test for business cycles convergence among the major APEC members: Japan, South Korea, Malaysia, Mexico, USA, and Canada. In addition, we examine the synchronization of business cycles among Australia, Japan, and South...

Persistent link: https://www.econbiz.de/10009477142

Wavelets/multiwavelets bases and correspondence estimation problem : an analytic study

Bhatti, Asim; Nahavandi, Saeid; Hossny, Mohammed - 2010

employed medium for multiresolution analysis is wavelets and multiwavelets bases, however, relatively little work has been …. Proposed algorithm uses multiresolution analysis enforced with wavelets/multiwavelts transform modulus maxima to establish … correspondences between the stereo pair of images. Variety of wavelets and multiwavelets bases, possessing distinct properties such as …

Persistent link: https://www.econbiz.de/10009483981

Unit Root Tests in Time Series and Stochastic Volatility Models

Sen, Kapildeb - 2002

Providing appropriate forecasts of time series data into the future depends crucially on whether the time series under consideration is non-stationary (i.e. has a unit root) or stationary. In the context of a Stochastic Volatility Model (SVM), the presence of a unit root in financial data has...

Persistent link: https://www.econbiz.de/10009431184

Unit Root Tests and Structural Breaks: A Survey with Applications

Glynn, J.; Perera, N.; Verma, R. - 2007

The theme of unit roots in macroeconomic time series have received a great amount of attention in terms of theoretical and applied research over the last three decades. Since the seminal work by Nelson and Plosser (1982), testing for the presence of a unit root in the time series data has become...

Persistent link: https://www.econbiz.de/10009457331

Impact of Economic Reforms on Poverty Indian Experience

Vadlamannati, Krishna Chaitanya - 2008

The purpose of this study is to investigate the impact of economic reforms on poverty levels in India during the period 1975 - 2006. We construct a comprehensive measure of economic reforms index made up of seven subcomponents and percentage of population living below poverty line is used as...

Persistent link: https://www.econbiz.de/10009477389

Has the stock market integration between the Asian and OECD countries improved after the Asian crisis?

Mallik, Girijasankar - University of Western Sydney; College of Business; … - 2006

In recent years the world economy has become closely integrated due to increasing trade and financial capital flows across countries. In this study we investigate the cointegrating relationships between the stock price indices of 7 emerging Asian economies (Malaysia, South Korea, Singapore,...

Persistent link: https://www.econbiz.de/10009481918

Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables

Carrera, Jorge Eduardo; Feliz, Mariano; Panigo, Demian - 2003

The low power of available econometric tests is an important problem in applied research on unit roots and related issues. Based on the principle of methodological triangulation, the problem should be analyzed from different points of view in order to increase the validity of the results....

Persistent link: https://www.econbiz.de/10009445690

International asset prices : empirical evidence

Leonardo Morales-Arias - 2009

The recently witnessed financial turmoil and the current international stability context have demonstrated the need for a deeper understandingabout ex-ante international asset price fluctuations. Moreover, it is now more evident that very little is known about real estate securities and their...

Persistent link: https://www.econbiz.de/10009429017