Causality in continuous wavelet transform without spectral matrix factorization : theory and application
Year of publication: |
March 2016
|
---|---|
Authors: | Olayeni, Olaolu Richard |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 3, p. 321-340
|
Subject: | Granger-causality | Continuous wavelet transform | Time-frequency | Zustandsraummodell | State space model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Korrelation | Correlation |
-
Nachane, Dilip M., (2013)
-
Aloui, Chaker, (2016)
-
Oral, Emrah, (2017)
- More ...
-
Oil prices and trade balance: A wavelet based analysis for India
Tiwari, Aviral Kumar, (2013)
-
Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India
Bhanja, Niyati, (2012)
-
Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
Olayeni, Olaolu Richard, (2014)
- More ...