References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 40

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Aguiar-Conraria, L., and Soares, M.J. (2010). The Continuous Wavelet Transform: A Primer. University of Minho, NIPE Working Papers 23/2010.

Antoniadis, A., and Gijbels, I. (2002). Detecting Abrupt Changes by Wavelet Methods. Journal of Nonparametric Statistics, 14(1-2):7–29.

Blanchard, O., and Simon, J. (2001). The Long and Large Decline in U.S. Output Volatility. Brookings Papers on Economic Activity, 2001-1:135–174.

Carter, G.C. (1987). Coherence and Time Delay Estimation. Proceedings of the IEEE, 75(2):236–255.

Cohen, E.A.K., and Walden, A.T. (2010). A Statistical Study of Temporally Smoothed Wavelet Coherence. IEEE Transactions of Signal Processing, 58(6):2964–2973.

Crowley, P.M., and Lee, J. (2005). Decomposing the Co-movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area. Bank of Finland, Bank of Finland Research Discussion Papers 12.

Crowley, P.M., Maraun, D., and Mayes, D. (2006). How Hard Is the Euro Area Core? An Evaluation of Growth Cycles Using Wavelet Analysis. Bank of Finland, Bank of Finland Research Discussion Papers 18.

Daubechies, I. (1992). Ten Lectures on Wavelets. SIAM, Philadelphia.

Fernandez, V. (2008). Multi-period Hedge Ratios for a Multi-asset Portfolio When Accounting for Returns Co-movement. Journal of Futures Markets, 28(2):182–207.

Frankel, J., and Rose, A. (1998). The Endogeneity of the Optimum Currency Area Criteria. The Economic Journal, 108(449):1009–1025.

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Gençay, R.F., Selçuk, F., and Whitcher, B. (2002). An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. Academic Press, San Diego.

Gonçalves, E.S., Rodrigues, M., and Soares, T. (2009). Correlation of Business Cycles in the Euro Zone. Economics Letters, 102(1):56–58.

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Huang, N.E., and Shen, S.S.P. (2005). Hilbert-Huang Transform and Its Applications. World Scientific, Singapore.

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Kingsbury, N.G. (1998). The Dual-tree Complex Wavelet Transform: A New Technique for Shift Invariance and Directional Filters. In: Proc. 8th IEEE DSP Workshop, Utah, Aug. 9–12, 1998, Paper no. 86.

Kingsbury, N.G. (2001). Complex Wavelets for Shift Invariant Analysis and Filtering of Signals. Journal of Applied and Computational Harmonic Analysis,, 10(3):234–253.

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Percival, D.B. (1995). On Estimation of the Wavelet Variance. Biometrika, 82(3):619–631.

Percival, D.B., and Walden, A.T. (2000). Wavelet Methods for Time Series Analysis. Cambridge University Press, Cambridge.

Piersol, A.G. (1981). Time Delay Estimation Using Phase Data. IEEE Transactions on Acoustics, Speech, and Signal Processing, 29(3):471–477.

Priestley, M.B. (1981). Spectral Analysis and Time Series. Academic Press, London.

Raihan, S.M., Wen, Y., and Zeng, B. (2005). Wavelet: A New Tool for Business Cycle Analysis. Federal Reserve Bank of St. Louis, Working Paper 2005-050A.

Rua, A., and Nunes, L.C. (2009). International Comovement of Stock Market Returns: A Wavelet Analysis. Journal of Empirical Finance, 16(4):632–639.

Scarbrough, K., Ahmed, N., and Carter, C. (1981). On the Simulation of a Class of Time Delay Estimation Algorithms. IEEE Transactions on Acoustics, Speech, and Signal Processing, 29(3):534–539.

Selesnick, I.W. (2001). Hilbert Transform Pairs of Wavelet Bases. IEEE Signal Processing Letters, 8(6):170–173.

Selesnick, I.W. (2002). The Design of Approximate Hilbert Transform Pairs of Wavelet Bases. IEEE Transactions on Signal Processing, 50(5):1144–1152.

Selesnick, I.W., Baraniuk, R.G., and Kingsbury, N.G. (2005). The Dual-tree Complex Wavelet Transform. A Coherent Framework for Multiscale Signal and Image Processing. IEEE Signal Processing Magazine, 22(6):123–149.

Serroukh, A., Walden, A.T., and Percival, D.B. (2000). Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series. Journal of the American Statistical Association, 95(449):184–196.

Tay, D.B.H., Kingsbury, N.G., and Palaniswami, M. (2006). Orthonormal Hilbert-pair of Wavelets with (Almost) Maximum Vanishing Moments. IEEE Signal Processing Letters, 13(9):533–536.

Torrence, C., and Compo, G.P. (1998). A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society, 79:61–78.

Whitcher, B.J. (1998). Assessing Nonstationary Time Series Using Wavelets. PhD thesis, University of Washington.

Whitcher, B.J., Guttorp, P., and Percival, D.B. (2000). Wavelet Analysis of Covariance with Application to Atmospheric Time Series. Journal of Geophysical Research, 105(D11):941–962.

Whitcher, B.J., and Craigmile, P.F. (2004). Multivariate Spectral Analysis Using Hilbert Wavelet Pairs. International Journal of Wavelets, Multiresolution and Information Processing, 2(4):567–587.

Whitcher, B.J., Craigmile, P.F., and Brown, P. (2005). Time-varying Spectral Analysis in Neurophysiological Time Series Using Hilbert Wavelet Pairs. Signal Processing, 85(11):2065–2081.

Wong, H., Ip, W.-C., Xie, Z., and Lui, X. (2003). Modelling and Forecasting by Wavelets, and the Application to Exchange Rates. Journal of Applied Statistics, 30(5):537–553.

Yogo, M. (2008). Measuring Business Cycles: A Wavelet Analysis of Economic Time Series. Economics Letters, 100(2):208–212.

de Haan, J., Inklaar, R., and Jong-A-Pin, R. (2008). Will Business Cycles in the Euro Area Converge? A Critical Survey of Empirical Research. Journal of Economic Surveys, 22(2):234–273.