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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

The US Wage Phillips Curve across Frequencies and over Time

Gallegati, Marco; Gallegati, Mauro; Ramsey, James Bernard; … - In: Oxford Bulletin of Economics and Statistics 73 (2011) 4, pp. 489-508

Persistent link: https://www.econbiz.de/10009215608

"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

Long waves in prices : new evidence from wavelet analysis

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Cliometrica : journal of historical economics and … 11 (2017) 1, pp. 127-151

Persistent link: https://www.econbiz.de/10011758376

Instrumental variables and wavelet decompositions

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

Persistent link: https://www.econbiz.de/10008825727

Does productivity affect unemployment? : a time-frequency analysis for the US

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Wavelet applications in economics and finance, (pp. 23-46). 2014

Persistent link: https://www.econbiz.de/10010411190

The US wage Phillips curve over different time horizons

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Giornale degli economisti e annali di economia 68 (2009) 2, pp. 113-148

Persistent link: https://www.econbiz.de/10003908024

The US wage Phillips curve across frequencies and over time

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 489-508

Persistent link: https://www.econbiz.de/10009241612

The decomposition of the inflation-unemployment relationship by time scale using wavelets

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Quantitative and empirical analysis of nonlinear …, (pp. 93-111). 2006

Persistent link: https://www.econbiz.de/10003324035

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