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A GUIDE TO WAVELETS FOR ECONOMISTS *

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Author Info
Patrick M. Crowley

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Abstract

Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not fully entered the economics discipline yet. In this survey article, wavelet analysis is introduced in an intuitive manner, and the existing economics and finance literature that utilizes wavelets is surveyed and explored. Extensive examples of exploratory wavelet analysis are given, most using Canadian, US and Finnish industrial production data. Finally, potential and possible future applications for wavelet analysis in economics are discussed. Copyright 2007 The Author Journal compilation © 2007 Blackwell Publishing Ltd.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Economic Surveys.

Volume (Year): 21 (2007)
Issue (Month): 2 (04)
Pages: 207-267
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jecsur:v:21:y:2007:i:2:p:207-267

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0950-0804

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This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.