Similar Search Results

Using Wavelets to decompose time-frequency economic relations

Aguiar-Conraria, Luís Francisco; Soares, Maria Joana; … - Núcleo de Investigação em Políticas Económicas … - 2007

function of time. In spite of all its advantages, wavelets are hardly ever used in economics. The purpose of this paper is to …-frequency domain. We use wavelets to analyze the impact of interest rate price changes on some macroeconomic variables: Industrial …, wavelet coherency and wavelet phase-difference. These instruments illustrate how the use of wavelets may help to unravel …

Persistent link: https://www.econbiz.de/10005704672

A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia

Aloui, Chaker; Hkiri, Besma; Hammoudeh, Shawkat; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 935-956

Persistent link: https://www.econbiz.de/10012123535

Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy

Aguiar-Conraria, Luís Francisco; Soares, Maria Joana - Núcleo de Investigação em Políticas Económicas … - 2007

A large body of empirical literature has suggested that oil price shocks have an important effect on economic activity. But in most of the literature the analysis is exclusively done in the time domain. However, interesting relations exist at different frequencies. We use (cross) wavelet...

Persistent link: https://www.econbiz.de/10005704670

International stock market indices comovements : a new look

Madaleno, Mara; Pinho, Carlos - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10009507847

Statistics of event by event fluctuations

Manimaran, P.; Panigrahi, Prasanta K. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 18, pp. 3703-3710

Following Hwa and Wu [R.C. Hwa, Y. Wu, Phys. Rev. C 60 (1999) 0544904], we characterize the fluctuation behavior of the hadron density produced during quark-hadron phase transition, as modeled by a 2D Ising model. Using a recently developed discrete wavelet based approach, the scaling behavior...

Persistent link: https://www.econbiz.de/10011063014

Oil and the macroeconomy: using wavelets to analyze old issues

Aguiar-Conraria, Luís; Soares, Maria - In: Empirical Economics 40 (2011) 3, pp. 645-655

Persistent link: https://www.econbiz.de/10009149681

Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet

Tiwari, Aviral Kumar - In: Economic Modelling 30 (2013) C, pp. 636-642

The cross wavelet analysis is used in the study to decompose the time–frequency effects of oil price changes on the German macroeconomy. We argue that the relationship between oil prices and industrial production is ambiguous. Our results show that there are both phase and anti-phase...

Persistent link: https://www.econbiz.de/10010608243

Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di int...

Tiwari, Aviral Kumar - In: Economia Internazionale / International Economics 66 (2013) 4, pp. 515-531

The study analyses Granger-causality between interest rate (IR) and share prices (SP) for India by using monthly data covering the period of 1990M1 to 2009M3. The time-frequency relationship between IR and SP was decomposed through continuous wavelet approach for the first time in the study. We...

Persistent link: https://www.econbiz.de/10010991460

Decomposing time-frequency relationship between interest rates and share prices in India through wavelets

Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531

Persistent link: https://www.econbiz.de/10010250728

Oil prices and the macroeconomy reconsideration for Germany : using continuous wavelet

Tiwari, Aviral Kumar - In: Economic modelling 30 (2013), pp. 636-642

Persistent link: https://www.econbiz.de/10009708824