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Wavelet vs. Spectral Analysis of an Economic Process

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  • Joanna Bruzda

    (Nicolaus Copernicus University in Torun, Department of Econometrics and Statistics)

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  • Joanna Bruzda, 2004. "Wavelet vs. Spectral Analysis of an Economic Process," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 6, pages 183-194.
    • Handle: RePEc:cpn:umkdem:v:6:y:2004:p:183-194
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    File URL: http://www.dem.umk.pl/dem/archiwa/v6/17_Bruzda.pdf
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    References listed on IDEAS

    as
    1. Ramsey James B. & Lampart Camille, 1998. "The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(1), pages 1-22, April.
    2. Christoph Schleicher, 2002. "An Introduction to Wavelets for Economists," Staff Working Papers 02-3, Bank of Canada.
    3. Lin Shinn-Juh & Stevenson Maxwell, 2001. "Wavelet Analysis of the Cost-of-Carry Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(1), pages 1-17, April.
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