This paper has been announced in the following NEP Reports:

• NEP-ALL-2003-11-30 (All new papers)
• NEP-ECM-2003-11-30 (Econometrics)
• NEP-ETS-2003-11-30 (Econometric Time Series)
• NEP-HPE-2003-11-30 (History & Philosophy of Economics)

1. James B. Ramsey & Camille Lampart, 1998. "The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(1). [Downloadable!]
2. Jensen, Mark J. & Liu, Ming, 2006. "Do long swings in the business cycle lead to strong persistence in output?," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 597-611, April. [Downloadable!] (restricted)
3. Mark J. Jensen, 1997. "Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter," Econometrics 9710002, EconWPA. [Downloadable!]
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   Other versions:
   • Anderson, Heather M. & Ramsey, James B., 2002. "U.S. and Canadian industrial production indices as coupled oscillators," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 33-67, January. [Downloadable!] (restricted)
6. Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, EconWPA, revised 21 Jun 1999. [Downloadable!]
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   • Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics. [Downloadable!]
7. James B. Ramsey, 1996. "If Nonlinear Models Cannot Forecast, What Use Are They?," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 1(2). [Downloadable!]

Cited by:
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1. Viviana Fernández, 2007. "The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war," Documentos de Trabajo 243, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
2. Viviana Fernandez, 2005. "The International CAPM and a wavelet-based decomposition of Value at Risk," The Institute for International Integration Studies Discussion Paper Series iiisdp075, IIIS. [Downloadable!]
   Other versions:
   • Viviana Fernández, 2005. "The International CAPM and a wavelet-based decomposition of Value at Risk," Documentos de Trabajo 203, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
   • Viviana Fernandez, 2006. "The International CAPM and a Wavelet-Based Decomposition of Value at Risk," NBER Working Papers 12233, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Andersson, Fredrik N G & Elger, Thomas, 2007. "Freight Transportation Activity, Business Cycles and Trend Growth," Working Papers 2007:15, Lund University, Department of Economics. [Downloadable!]
4. Viviana Fernandez, 2005. "Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts," Documentos de Trabajo 215, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
   Other versions:
   • Viviana Fernandez, 2007. "Stock Market Turmoil: Worldwide Effects of Middle East Conflicts," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(3), pages 58-102, June. [Downloadable!] (restricted)
5. David Baqaee, 2009. "Using wavelets to measure core inflation: the case in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/05, Reserve Bank of New Zealand. [Downloadable!]
6. Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, EconWPA. [Downloadable!]
7. Andersson, Fredrik N. G., 2008. "Long Run Inflation Indicators – Why the ECB got it Right," Working Papers 2008:17, Lund University, Department of Economics. [Downloadable!]
8. Patrick M. Crowley, 2005. "An intuitive guide to wavelets for economists," GE, Growth, Math methods 0508009, EconWPA. [Downloadable!]
   Other versions:
   • Crowley, Patrick, 2005. "An intuitive guide to wavelets for economists," Research Discussion Papers 1/2005, Bank of Finland. [Downloadable!]
   • Patrick Crowley, 2005. "An intuitive guide to wavelets for economists," Econometrics 0503017, EconWPA. [Downloadable!]
9. Marco Gallegati, 2005. "A Wavelet Analysis of MENA Stock Markets," Finance 0512027, EconWPA. [Downloadable!]
10. Luca De Benedictis & Marco Gallegati, 2005. "Trade balance and terms of trade in U.S.: a time-scale decomposition analysis," International Trade 0512016, EconWPA. [Downloadable!]
11. Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff, 2008. "Analysing the performance of managed funds using the wavelet multiscaling method," Review of Quantitative Finance and Accounting, Springer, vol. 31(1), pages 55-70, July. [Downloadable!] (restricted)
12. Andersson, Fredrik N. G., 2008. "Bandspectrum Cointegration," Working Papers 2008:18, Lund University, Department of Economics. [Downloadable!]
13. Marco Gallegati, 2005. "Stock market returns and economic activity: evidence from wavelet analysis," Macroeconomics 0512016, EconWPA. [Downloadable!]