A time-frequency analysis of the Canadian macroeconomy and the yield curve
Mustapha Olalekan Ojo, Luís Aguiar-Conraria, Maria Joana Soares
| Year of publication: |
2020
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|---|---|
| Authors: | Ojo, Mustapha Olalekan ; Aguiar-Conraria, Luís ; Soares, Maria Joana |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 5, p. 2333-2351
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| Subject: | Term structure | Yield curve | Macroeconomic variables | Wavelet power spectrum | Wavelet coherency | Wavelet phase difference | Zinsstruktur | Zustandsraummodell | State space model | Kanada | Canada | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1580-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012255868