Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy
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More about this item
KeywordsBusiness cycles; time-frequency analysis; non-stationary time series; wavelets; cross wavelets; wavelet coherency.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-10-06 (All new papers)
- NEP-ETS-2007-10-06 (Econometric Time Series)
- NEP-MAC-2007-10-06 (Macroeconomics)
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