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"Wavelet-based" early warning signals of financial stress : an application to IMF's AE-FSI

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Dynamic modeling, empirical macroeconomics, and finance …, (pp. 195-220). 2016

Persistent link: https://www.econbiz.de/10011627984

Productivity and unemployment : a scale-by-scale panel data analysis for the G7 countries

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 477-493

Persistent link: https://www.econbiz.de/10011649143

Data reduction by the Haar function : a case study of the Phillips Curve

Gallegati, Marco; Desai, Meghnad; Ramsey, James B. - In: Macroeconomic dynamics 26 (2022) 8, pp. 2086-2103

Persistent link: https://www.econbiz.de/10013469786

Wavelet variance analysis of output in G-7 countries

Gallegati, Marco; Gallegati, Mauro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10009513650

Instrumental variables and wavelet decompositions

Ramsey, James B.; Gallegati, Marco; Gallegati, Mauro; … - In: Economic Modelling 27 (2010) 6, pp. 1498-1513

The application of wavelet analysis provides an orthogonal decomposition of a time series by time scale, thereby facilitating the decomposition of a data series into the sum of a structural component and a random error component. The structural components revealed by the wavelet analysis yield...

Persistent link: https://www.econbiz.de/10008866269

Wavelet Applications in Economics and Finance

Gallegati, Marco - 2014

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle...