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
The Continuous Wavelet Transform: A Primer
University of Minho, NIPE Working Papers(23/2010).
Cohen, E and Walden, A
A Statistical Study of Temporally Smoothed Wavelet Coherence
IEEE Transactions of Signal Processing, 58(6):2964–2973.
Aguiar-Conraria, L and Soares, M
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
Correlation of Business Cycles in the Euro Zone
Economics Letters, 102(1):56–58.
Rua, A and Nunes, L
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
Will Business Cycles in the Euro Area Converge? A Critical Survey of Empirical Research
Journal of Economic Surveys, 22(2):234–273.
Multi-period Hedge Ratios for a Multi-asset Portfolio When Accounting for Returns Co-movement
Journal of Futures Markets, 28(2):182–207.
Measuring Business Cycles: A Wavelet Analysis of Economic Time Series
Economics Letters, 100(2):208–212.
Gallegati, M and Gallegati, M
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
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
Orthonormal Hilbert-pair of Wavelets with (Almost) Maximum Vanishing Moments
IEEE Signal Processing Letters, 13(9):533–536.
Crowley, P and Lee, J
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(
Hilbert-Huang Transform and Its Applications
World Scientific, Singapore.
Raihan, S, Wen, Y, and Zeng, B
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
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
Time-varying Spectral Analysis in Neurophysiological Time Series Using Hilbert Wavelet Pairs
Signal Processing, 85(11):2065–2081.
Jagrič, T and Ovin, R
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
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
Modelling and Forecasting by Wavelets, and the Application to Exchange Rates
Journal of Applied Statistics, 30(5):537–553.
Antoniadis, A and Gijbels, I
Detecting Abrupt Changes by Wavelet Methods
Journal of Nonparametric Statistics, 14(1-2):7–29.
Gençay, R, Selçuk, F, and Whitcher, B
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Academic Press, San Diego.
The Design of Approximate Hilbert Transform Pairs of Wavelet Bases
IEEE Transactions on Signal Processing, 50(5):1144–1152.
Blanchard, O and Simon, J
The Long and Large Decline in U.S. Output Volatility
Brookings Papers on Economic Activity, 2001-1:135–174.
Complex Wavelets for Shift Invariant Analysis and Filtering of Signals
Journal of Applied and Computational Harmonic Analysis,, 10(3):234–253.
Hilbert Transform Pairs of Wavelet Bases
IEEE Signal Processing Letters, 8(6):170–173.