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Money growth and inflation in China : new evidence from a wavelet analysis
Jiang, Chun; Chang, Tsangyao; Li, Xiao-Lin - In: International review of economics & finance : IREF 35 (2015), pp. 249-261
Persistent link: https://www.econbiz.de/10011333667
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The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
Chang, Tsangyao; Miller, Stephen M.; Balcilar, Mehmet; … - Department of Economics, University of Connecticut - 2013
This study applies wavelet analysis to examine the relationship between the U.S. real estate and stock markets over the period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets in both the time and frequency domains. Our findings...
Persistent link: https://www.econbiz.de/10010888367
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The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
Chang, Tsangyao; Li, Xiao-lin; Miller, Stephen M.; … - Department of Economics, Faculty of Economic and … - 2013
This study applies wavelet analysis to examine the relationship between the U.S. real estate and stock markets over the period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets in both the time and frequency domains. Our findings...
Persistent link: https://www.econbiz.de/10010944775
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The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
Chang, Tsangyao; Li, Xiao-lin; Miller, Stephen M.; … - Department of Economics, University of Nevada-Las Vegas - 2014
This study applies wavelet analysis to examine the relationship between the U.S. real estate and stock markets over the period 1890-2012. Wavelet analysis allows the simultaneous examination of co-movement and causality between the two markets in both the time and frequency domains. Our findings...
Persistent link: https://www.econbiz.de/10011204520
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Money growth and consumer price inflation in the euro area : a wavelet analysis
Mandler, Martin; Scharnagl, Michael - 2014
Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet … analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the … frequency spectrum and across time. We find evidence of strong comovements between money growth and inflation at low frequencies …
Persistent link: https://www.econbiz.de/10010433361
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Interpreting Euro area inflation at high and low frequencies
Gerlach, Stefan; Assenmacher-Wesche, Katrin - Bank for International Settlements (BIS) - 2006
inflation at different time horizons or frequency bands. The ECB has publicly supported this understanding of the framework …. This paper presents further evidence on the behaviour of euro area inflation using band spectrum regressions, which allow … frequency domain. The main finding is that variations in inflation are well explained by low-frequency movements of money and …
Persistent link: https://www.econbiz.de/10005063342
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Interpreting Euro Area Inflation at High and Low Frequencies
Assenmacher-Wesche, Katrin; Gerlach, Stefan - C.E.P.R. Discussion Papers - 2006
inflation at different time horizons or frequency bands. The ECB has publicly supported this understanding of the framework …. This paper presents further evidence on the behaviour of euro area inflation using band spectrum regressions, which allow … frequency domain. The main finding is that variations in inflation are well explained by low-frequency movements of money and …
Persistent link: https://www.econbiz.de/10005661493
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Money growth and consumer price inflation in the euro area: An update
Mandler, Martin; Scharnagl, Michael - 2023
We update the wavelet-based analysis of the relationship between money growth and inflation in the euro area in Mandler … and Scharnagl (2014). The relationship between headline M3 growth and inflation at low frequencies has weakened over the … inflation for cycles of 24 years and longer duration. The long-run fluctuations of adjusted money growth and inflation move …
Persistent link: https://www.econbiz.de/10014476388
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Money growth and consumer price inflation in the euro area: A wavelet analysis
Mandler, Martin; Scharnagl, Michael - 2014
Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet … analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the … frequency spectrum and across time. We find evidence of strong comovements between money growth and inflation at low frequencies …
Persistent link: https://www.econbiz.de/10010435208
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Money growth and consumer price inflation in the euro area: A wavelet analysis
Mandler, Martin; Scharnagl, Michael - Deutsche Bundesbank - 2014
Our paper studies the relationship between money growth and consumer price inflation in the euro area using wavelet … analysis. Wavelet analysis allows to account for variations in the money growth-inflation relationship both across the … frequency spectrum and across time. We find evidence of strong comovements between money growth and inflation at low frequencies …
Persistent link: https://www.econbiz.de/10011093846