Wavelets in Economics and Finance: Past and Future

J.B. Ramsey

Working Papers from C.V. Starr Center for Applied Economics, New York University

Abstract: In this paper I review what insights we have gained about economic and financial relationships from the use of wavelets and speculate on what further insights we may gain in the future. Wavelets are treated as a "lens" that enables the researcher to explore relationships that previously were unobservable.

Keywords: WAVELETS; TIME SCALE; FORECASTS; OSCILLATING FREQUENCIES; DENOISING; CONSUMPTION FUNCTION; INCOME VELOCITY; TIME VARYING DELAYS (search for similar items in EconPapers)
JEL-codes: C14 C52 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-hpe
Date: 2002
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