A new approach to causality in the frequency domain

Mehmet Dalkır

Economics Bulletin, 2004, vol. 3, issue 44, 1-14

Abstract: This study refers to the earlier work of analysis in the frequency domain. A different definition of causality is made, and its implications to the general idea of causality are discussed. The causality relationship between two monetary aggregates, simple sum and Divisia indices, and their relation with the personal income is analyzed using wavelet time-scale decomposition.

Keywords: aggregation; theory (search for similar items in EconPapers)
JEL-codes: C0 C4 (search for similar items in EconPapers)
Date: 2004-11-20
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Citations: View citations in EconPapers (21)

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