COINTEGRATION AND WAVELETS: AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN MONEY AND OUTPUT IN PERU
Year of publication: |
2004-08-11
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Authors: | Lahura, Erick |
Institutions: | Econometric Society |
Subject: | wavelets | timescale | money | output | cointegration | hidden cointegration |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Latin American Meetings 2004 Number 259 |
Classification: | C22 - Time-Series Models ; C49 - Econometric and Statistical Methods: Special Topics. Other |
Source: |
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