A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence

Applied Mathematics and Computation

Volumn 175, Issue 2, 2006, Pages 1055-1079

  Mitra, Sharmishtha ^a  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

Author keywords

Co integration; Granger causality; Impulse response; Mallat's Pyramid algorithm; Stationary time series; Vector auto regression; Wavelet filtering

Indexed keywords

DECISION MAKING; ECONOMICS; IMPULSE RESPONSE; PUBLIC POLICY; REGRESSION ANALYSIS; VECTORS;

CO-INTEGRATION; GRANGER-CAUSALITY; MALLAT'S PYRAMID ALGORITHM; STATIONARY TIME SERIES; VECTOR AUTO-REGRESSION; WAVELET FILTERING;

WAVELET TRANSFORMS;

EID: 33645866493     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.08.019     Document Type: Article

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