Wavelets in Economics and Finance: Past and Future
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References listed on IDEAS
- Ramsey James B. & Lampart Camille, 1998. "The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(1), pages 1-22, April.
- 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.
- Anderson, H.M. & Ramsey, J.B., 1999. "U.S. and Canadian Industrial Production Indices as Coupled Oscillators," Working Papers 99-01, C.V. Starr Center for Applied Economics, New York University.
- anonymous, 1995. "Bank merger mania raises antitrust analysis issues," Financial Update, Federal Reserve Bank of Atlanta, issue Apr, pages 4-5.
- Brandon Whitcher, 2000. "Wavelet-Based Estimation Procedures For Seasonal Long-Memory Models," Computing in Economics and Finance 2000 148, Society for Computational Economics.
- Ramsey, James B. & Lampart, Camille, 1998. "Decomposition Of Economic Relationships By Timescale Using Wavelets," Macroeconomic Dynamics, Cambridge University Press, vol. 2(01), pages 49-71, March.
- Nerlove, Marc & Grether, David M. & Carvalho, José L., 1979. "Analysis of Economic Time Series," Elsevier Monographs, Elsevier, edition 1, number 9780125157506 edited by Shell, Karl.
- Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Scaling properties of foreign exchange volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(1), pages 249-266.
- Ramsay, James O. & Ramsey, James B., 2002. "Functional data analysis of the dynamics of the monthly index of nondurable goods production," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 327-344, March.
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