Using Wavelets to decompose time-frequency economic relations
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More about this item
KeywordsMonetary policy; time-frequency analysis; non-stationary time series; wavelets; cross wavelets; wavelet coherency.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-10-06 (All new papers)
- NEP-CBA-2007-10-06 (Central Banking)
- NEP-ETS-2007-10-06 (Econometric Time Series)
- NEP-MAC-2007-10-06 (Macroeconomics)
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