The Decomposition of Economic Relationships by Time Scale Using Wavelets

This paper uses wavelets to produce an orthogonal decomposition of some economic variables by time scale over six different time scales. The relationships of interest are the permanent income hypothesis and velocity.

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Year of publication:	1997
Authors:	Ramsey, J.B. ; Lampart, C.
Institutions:	C.V. Starr Center for Applied Economics, Department of Economics
Subject:	ECONOMETRICS

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	61 pages
Classification:	C22 - Time-Series Models ; E17 - Forecasting and Simulation ; E21 - Consumption; Saving ; E44 - Financial Markets and the Macroeconomy
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005611729