Timescale Methods in Economics: Wavelet Analysis of Business Cycle Fluctuations

Business cycles are defined as fluctuations of economic activity between 2 and 8 years. Since market economies are complex and evolving systems subject to internal changes and to exogenous shocks, the statistical properties of economic fluctuations are likely to change over time. Frequency-based phe...

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Bibliographische Detailangaben

1. Verfasser:	Gallegati, Marco
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Business cycles C14 Coincident indicator Comovements E01 E32 Primary: 91B82, 42C40 Secondary: 65T60, 62M10 Volatility Wavelet transform
Online-Zugang:	Volltext
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