On some problems in discrete wavelet analysis of bivariate spectra with an application to business cycle synchronization in the euro zone
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Cited by:
- Joanna Bruzda, 2011. "Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries," Bank i Kredyt, Narodowy Bank Polski, vol. 42(3), pages 5-32.
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More about this item
Keywords
Hilbert wavelet pair; MODHWT; wavelet coherence; wavelet phase angle; business cycle synchronization;All these keywords.
JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- O52 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Europe
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-04-23 (Econometrics)
- NEP-EEC-2011-04-23 (European Economics)
- NEP-ETS-2011-04-23 (Econometric Time Series)
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