Using Wavelets to decompose time-frequency economic relations
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- Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2012. "Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 199-213, September.
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- Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
- Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, vol. 40(3), pages 645-655, May.
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More about this item
Keywords
Monetary policy; time-frequency analysis; non-stationary time series; wavelets; cross wavelets; wavelet coherency.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- 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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