Long waves in prices : new evidence from wavelet analysis
Year of publication: |
January 2017
|
---|---|
Authors: | Gallegati, Marco ; Gallegati, Mauro ; Ramsey, James B. ; Semmler, Willi |
Published in: |
Cliometrica : journal of historical economics and econometric history. - Berlin : Springer, ISSN 1863-2505, ZDB-ID 2299998-X. - Vol. 11.2017, 1, p. 127-151
|
Subject: | Long waves | Wavelets | Band-pass filter | Wholesale prices | Konjunktur | Business cycle | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Preis | Price | Lange Wellen |
-
Long cycles in growth: explorations using new frequency domain techniques with US data
Crowley, Patrick M., (2010)
-
Focacci, Antonio, (2023)
-
Long Cycles in Growth : Explorations Using New Frequency Domain Techniques with US Data
Crowley, Patrick M., (2010)
- More ...
-
Instrumental variables and wavelet decompositions
Ramsey, James B., (2010)
-
"Wavelet-based" early warning signals of financial stress : an application to IMF's AE-FSI
Gallegati, Marco, (2016)
-
Instrumental variables and wavelet decompositions
Ramsey, James B., (2010)
- More ...