Aguiar, Luís Francisco; Soares, Maria Joana - Núcleo de Investigação em Políticas Económicas … - 2011
Economists are already familiar with the Discrete Wavelet Transform. However, a body of work using the Continuous … Wavelet Transform has also been growing. We provide a self-contained summary on continuous wavelet tools, such as the … Continuous Wavelet Transform, the Cross-Wavelet, the Wavelet Coherency and the Phase-Difference. Furthermore, we generalize the …