The Decomposition of Economic Relationships by Time Scale Using Wavelets

J.B. Ramsey and C. Lampart

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

Abstract: This paper uses wavelets to produce an orthogonal decomposition of some economic variables by time scale over six different time scales. The relationships of interest are the permanent income hypothesis and velocity.

Keywords: ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C22 E17 E21 E44 (search for similar items in EconPapers)
Pages: 61 pages
Date: 1997
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:cvs:starer:97-08

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