Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/211999 
Autor:innen: 
Erscheinungsjahr: 
2005
Schriftenreihe/Nr.: 
Bank of Finland Research Discussion Papers No. 1/2005
Verlag: 
Bank of Finland, Helsinki
Zusammenfassung: 
Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not yet fully entered the economics discipline. In this discussion paper, wavelet analysis is introduced in an intuitive manner, and the existing economics and finance literature that utilises wavelets is explored. Extensive examples of exploratory wavelet analysis are given, many using Canadian, US and Finnish industrial production data. Finally, potential future applications for wavelet analysis in economics are also discussed and explored.
Schlagwörter: 
statistical methodology
multiresolution analysis
wavelets
business cycles
economic growth
JEL: 
C19
C65
C87
E32
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
952-462-189-4
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.