Wavelet Applications in Economics and Finance

Edited by Marco Gallegati and Willi Semmler

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2014
Edition: 2014
ISBN: 978-3-319-07061-2
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Citations: View citations in EconPapers (54)

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Chapters in this book:

Functional Representation, Approximation, Bases and Wavelets

James B. Ramsey

Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US

Marco Gallegati, Mauro Gallegati, James B. Ramsey and Willi Semmler

The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand

Patrick Crowley and Andrew Hughes Hallett

Nonlinear Dynamics and Wavelets for Business Cycle Analysis

Peter Martey Addo, Monica Billio and Dominique Guégan

Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility

Mark Jensen and Brandon Whitcher

Wavelet Analysis and the Forward Premium Anomaly

Michaela M. Kiermeier

Oil Shocks and the Euro as an Optimum Currency Area

Luís Aguiar-Conraria, Teresa Maria Rodrigues and Maria Joana Soares

Wavelet-Based Correlation Analysis of the Key Traded Assets

Jozef Baruník, Evžen Kočenda and Lukas Vacha

Forecasting via Wavelet Denoising: The Random Signal Case

Joanna Bruzda

Short and Long Term Growth Effects of Financial Crises

Fredrik Andersson and Peter Karpestam

Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach

Ekaterini Panopoulou and Sarantis Kalyvitis

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-319-07061-2

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DOI: 10.1007/978-3-319-07061-2

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