A new approach to causality in the frequency domain
This study refers to the earlier work of analysis in the frequency domain. A different definition of causality is made, and its implications to the general idea of causality are discussed. The causality relationship between two monetary aggregates, simple sum and Divisia indices, and their relation with the personal income is analyzed using wavelet time-scale decomposition.
Volume (Year): 3 (2004)
Issue (Month): 44 ()
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