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Fiscal policy tracking design in the time frequency domain using wavelet analysis

Crowley, Patrick M.; Hudgins, David - 2014

In this paper discrete wavelet filtering techniques are applied to decompose macroeconomic data so that they can be simultaneously analyzed in both the time and frequency domains. The MODWT (Maximal Overlap Discrete Wavelet Transform) is applied to U.S. quarterly GDP data from 1947–2012 to...

Persistent link: https://www.econbiz.de/10012148238

Monetary policy objectives and economic outcomes : what can we learn from a wavelet-based optimal control approach?

Crowley, Patrick M.; Hudgins, David - In: The Manchester School 90 (2022) 2, pp. 144-170

Persistent link: https://www.econbiz.de/10013162690

Modeling the expansion of oil production in South Texas and Mexico

Hudgins, David; Lee, Jim - In: The International trade journal 30 (2016) 1/5, pp. 387-414

Persistent link: https://www.econbiz.de/10011603862

Open economy dynamics in a floating exchange rate developing country context

Hudgins, David; Crowley, Patrick Matthew - In: The International trade journal 33 (2019) 1, pp. 54-79

Persistent link: https://www.econbiz.de/10012016417

Is the Taylor rule optimal? : evaluation using a wavelet-based control model

Crowley, Patrick M.; Hudgins, David - In: Applied economics letters 28 (2021) 1, pp. 54-60

Persistent link: https://www.econbiz.de/10012415058