Using wavelets to decompose the time-frequency effects of monetary policy

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 12, 2008, Pages 2863-2878

  Aguiar Conraria, Luís ^a   Azevedo, Nuno ^b   Soares, Maria Joana ^a  

^a UNIVERSITY OF MINHO   (Portugal)

^b UNIVERSITY OF PORTO   (Portugal)

Author keywords

Cross wavelets; Monetary policy; Non stationary time series; Time frequency analysis; Wavelet coherency; Wavelets

Indexed keywords

ECONOMIC ANALYSIS; FREQUENCY DOMAIN ANALYSIS; INFORMATION ANALYSIS; TIME SERIES ANALYSIS;

MONETARY POLICY; NON-STATIONARY TIME SERIES; WAVELET COHERENCY;

PUBLIC POLICY;

EID: 40249095850     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.063     Document Type: Article

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