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Using Wavelets to Understand the Relationship between Mortgages and Gross Domestic Product in Spain

Author

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  • C. González-Concepción
  • M. C. Gil-Fariña
  • C. Pestano-Gabino

Abstract

We use wavelet multiresolution decomposition and cross-wavelet analysis to reveal certain properties in financial data related to mortgages to households and gross domestic product data in Spain. Wavelet techniques possess many desirable properties, some of which are useful as a vehicle for analysing economic and financial data. In our case, wavelets are useful for drawing conclusions both in the time and frequency domains and for obtaining information on the different phases through which the study variables progress.

Suggested Citation

  • C. González-Concepción & M. C. Gil-Fariña & C. Pestano-Gabino, 2012. "Using Wavelets to Understand the Relationship between Mortgages and Gross Domestic Product in Spain," Journal of Applied Mathematics, Hindawi, vol. 2012, pages 1-17, December.
    • Handle: RePEc:hin:jnljam:917247
    DOI: 10.1155/2012/917247
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    Cited by:

    1. Truong Ngoc Cuong & Le Ngoc Bao Long & Hwan-Seong Kim & Sam-Sang You, 2023. "Data analytics and throughput forecasting in port management systems against disruptions: a case study of Busan Port," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 25(1), pages 61-89, March.
    2. Václav Brož & Lukáš Pfeifer, 2021. "Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
    3. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    4. Swamy, Vighneswara, 2020. "Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 126-150.

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