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Using wavelets to decompose the time–frequency effects of monetary policy · Study

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

Luís Aguiar‐Conraria, Nuno Azevedo, Maria Joana Soares

2008-02-12articlePhysica A Statistical Mechanics and its Applications590 citationsbronze

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Monetary Policy and Economic Impact Market Dynamics and Volatility Complex Systems and Time Series Analysis

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Citations in this library

Stored only when both papers are in the corpus — 590 citations exist upstream.

References

1993Discretion versus policy rules in practice

1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series

1992Interpreting the macroeconomic time series facts

2001The Long and Large Decline in U.S. Output Volatility

1966The Typical Spectral Shape of an Economic Variable

1992Money, Income, Prices and Interest Rates

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2022Environmental consequences of fossil fuel in Spain amidst renewable energy consumption: a new insights from the wavelet-based Granger causality approach

2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia

2013Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis

Details

Year2008

Typearticle

VenuePhysica A Statistical Mechanics and its Applications

Languageen

Files0 public / 0

Identifiers

doi10.1016/j.physa.2008.01.063

openalex_workW2109901567

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