We exploit the potential of wavelets to detect structural breaks by identifying the scale and localizing the time at which sudden variations and discontinuities ...
Wavelet multi-resolution decomposition analysis allows to investigate relationships in which different interest rate spreads and interest rates contain ...
Jun 1, 2024 · This paper adds to the literature on the information content of different spreads for real activity by explicitly taking into account the ...
Abstract: The information content of several interest rate spreads for future output growth is analyzed using wavelet analysis. The “scale-by-scale” regression ...
Oct 22, 2024 · The information content of several interest rate spreads for future output growth is analyzed using wavelet analysis. The “scale-by-scale” ...
We use wavelet analysis to study the relationship between the yield curve and macroeconomic indicators in Canada. We rely on the Nelson–Siegel approach to ...
The information content of several interest rate spreads for future output growth is analyzed using wavelet analysis. The ''scale-by-scale'' regression ...
Oct 7, 2024 · Marco Gallegati , James B. Ramsey, Willi Semmler : Interest rate spreads and output: A time scale decomposition analysis using wavelets.
Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets. Axioms 2013, 2, 182-207. https://doi.org/10.3390/axioms2020182. AMA Style. Gallegati M ...
We adopt the time-series technique based in wavelet analysis. We apply the wavelet cross-correlation between these series based upon the maximum overlap ...
Missing: Output | Show results with:Output