Some aspects of the discrete wavelet analysis of bivariate spectra for business cycle synchronisation
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References listed on IDEAS
- H. Wong & Wai-Cheung Ip & Zhongjie Xie & Xueli Lui, 2003. "Modelling and forecasting by wavelets, and the application to exchange rates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(5), pages 537-553.
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- Bruzda Joanna, 2015. "Amplitude and phase synchronization of European business cycles: a wavelet approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 625-655, December.
More about this item
KeywordsHilbert wavelet pair; MODHWT; wavelet coherence; wavelet phase angle; business cycle synchronisation; euro zone;
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
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