References

This folder holds the following references to publications, sorted by year and author.

There are 40 references in this bibliography folder.

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

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

Aguiar-Conraria, L and Soares, M (2009).
Business Cycle Synchronisation Across the Euro Area: A Wavelet Analysis
University of Minho, NIPE Working Papers(8/2009).

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

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

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.

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.

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

Gallegati, M and Gallegati, M (2007).
Wavelet Variance Analysis of Output in G-7 Countries
Studies in Nonlinear Dynamics and Econometrics, 11(3):art. 6.

Crowley, P, 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).

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

Crowley, P 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).

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

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

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

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

Jagrič, T and Ovin, R (2004).
Method of Analyzing Business Cycles in a Transition Economy: The Case of Slovenia
The Developing Economies, 42(1):42–62.

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

Wong, H, Ip, W, 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.

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

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

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

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.

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

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