Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
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DOI: 10.1016/j.najef.2024.102191
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More about this item
Keywords
Synchronization; Hilbert transform; Band-pass filter; Exchange rate; Purchasing power parity;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- F31 - International Economics - - International Finance - - - Foreign Exchange
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