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Using Wavelets to decompose time-frequency economic relations. (2007). Aguiar-Conraria, Luís ; Azevedo, Nuno ; Soares, Maria Joana.
In: NIPE Working Papers.
RePEc:nip:nipewp:17/2007.

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  1. Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform. (2014). Tiwari, Aviral ; Dar, Arif ; Bhanja, Niyati.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:14:y:2014:i:2:p:1-11.

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  2. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:03/2014.

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  3. Co-movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches. (2014). Tiwari, Aviral ; Arouri, Mohamed ; Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-143.

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  4. Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-062.

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  5. Palm Oil Price, Exchange Rate, and Stock Market: A Wavelet Analysis on the Malaysian Market. (2014). SAITI, BUERHAN ; Ali, Azlan ; Sajilan, Sulaiman ; Abdullah, Naziruddin.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:2:y:2014:i:1:p:13-27.

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  6. Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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  7. Measuring co-movement of globalization and democratization in the time–frequency space. (2014). Lee, Chen-Hsun ; Ying, Yung-Hsiang ; Chang, Koyin ; Yang, Ginny ju-ann .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00470.

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  8. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains. (2013). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
    In: Working papers.
    RePEc:uct:uconnp:2013-34.

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  9. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains. (2013). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Balcilar, Mehmet ; Li, Xiao-Lin.
    In: Working Papers.
    RePEc:pre:wpaper:201365.

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  10. Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets. (2013). Tiwari, Aviral ; Shahbaz, Muhammad ; Tahir, Mohammad Iqbal .
    In: MPRA Paper.
    RePEc:pra:mprapa:48086.

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  11. Measuring co-movement of oil price and exchange rate differential in Bangladesh. (2013). Uddin, Gazi ; Tiwari, Aviral.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00259.

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  12. Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence. (2013). Krištoufek, Ladislav.
    In: Papers.
    RePEc:arx:papers:1310.1446.

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  13. Contagion among Central and Eastern European stock markets during the financial crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1309.0491.

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  14. Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:4:y:2012:i:3:p:199-213.

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  15. Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets. (2012). Tiwari, Aviral.
    In: MPRA Paper.
    RePEc:pra:mprapa:39693.

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  16. Oil and the macroeconomy: using wavelets to analyze old issues. (2011). Aguiar-Conraria, Luís ; Soares, Maria.
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:3:p:645-655.

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  17. Multiscale Analysis of the Liquidity Effect. (2011). Michis, Antonis.
    In: Working Papers.
    RePEc:cyb:wpaper:2011-5.

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  18. The yield curve and the macro-economy across time and frequencies. (2010). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1004.

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  19. On Waves in War and Elections Wavelet Analysis of Political Time-Series. (2010). Aguiar, Luis Francisco ; Magalhes, Pedro C. ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:1/2010.

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References

References cited by this document

  1. [BKO1] Barsky, R., and Kilian, L. (2001), Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative, In Macroeconomics Annual, edited by Ben S. Bernanke and Kenneth S. Rogoff, pp. 137-83. Cambridge, MA: MIT Press for NBER.

  2. [BS0l] Blanchard, 0. and Simon, J. (2001), The Long and Large Decline in U.S. Output Volatility, Brookings Papers on Economic Activity, 1, 135-64.

  3. [GMJO4] Grinsted, A., Moore, J. and Jevrejeva 5. (2004), Application of the cross wavelet transform and wavelet coherence to geophysical time series, Nonlinear Processes in Geophysics, 11(5/6), 561-566.
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  4. [HFM93] Hudgins, L., Friehe, C. and Mayer, M. (1993) Wavelet Transforms and At- mospheric Turbulence Physical Review Letters, 71:20, 3279-82.
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  5. [JMGO3] Jevrejeva, S., Moore, J. and Grinsted, A. (2003), Influence of the Arctic Oscil- lation and El Niño-Southern Oscillation (ENSO) on ice conditions in the Baltic Sea: The wavelet approach, Journal of Geophysical Research, 108.
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  6. [L504] Leduc, S. and Sill, K. (2004), A Quantitative Analysis of Oil-Price Shocks, Systematic Monetary Policy, and Economic Downturns, Journal of Mone- tary Economics, 51(4), 781-808.

  7. [Ras87] Rasche, R. (1987), Ml - Velocity and Money Demand Functions: Do Stable Relationships Exist?, Carnegie-Rochester Conference Series on Public Policy, 27,

  8. [RL98a] Ramsey, J., Lampart, C., (1998a), Decomposition of economic relationships by time scale using wavelets: money and income, Macroeconomic Dynamics, 2, 49-71. 18
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  9. [RL98b] Ramsey, J., Lampart, C., (1998b), Decomposition of economic relationships by time scale using wavelets: expenditure and income, Studies in Nonlinear Dynamics and Econometrics, 3, 23-42.

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