Wavelet multiresolution analysis of the liquidity effect and monetary neutrality
Year of publication: |
2019
|
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Authors: | Habimana, Olivier |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 85-110
|
Subject: | Granger causality | Liquidity effect | Monetary neutrality | Multiresolution analysis (MRA) | Wavelets | Zustandsraummodell | State space model | Liquiditätseffekt | Zeitreihenanalyse | Time series analysis | Geldtheorie | Monetary theory | Neutralität des Geldes | Neutrality of money | Kausalanalyse | Causality analysis | Zins | Interest rate | Liquidität | Liquidity | Geldpolitik | Monetary policy | Geldmenge | Money supply |
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