Analyzing time-frequency based co-movement in inflation : evidence from G-7 countries
Year of publication: |
2015
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Bhanja, Niyati ; Dar, Arif Billah ; Olayeni, Olaolu Richard |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 1, p. 91-109
|
Subject: | Co-movement | Wavelets | Time-frequency | Inflation | G7 | G7-Staaten | G7 countries | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
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