Utilize este identificador para referenciar este registo: http://hdl.handle.net/1822/12398

TítuloThe continuous wavelet transform : a primer
Autor(es)Conraria, Luís Aguiar
Soares, M. J.
Palavras-chaveContinuous wavelet transform
Economic fluctuations
Cross-wavelet transform
Wavelet coherency
Partial wavelet coherency,
Multiple wavelet coherency
Wavelet phase-differenc
DataMai-2011
EditoraUniversidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE)
Citação“NIPE Working Paper”. 16 (2011) 1-43.
Resumo(s)Economists are already familiar with the Discrete Wavelet Transform. However, a body of work using the Continuous Wavelet Transform has also been growing. We provide a self-contained summary on continuous wavelet tools, such as the Continuous Wavelet Transform, the Cross-Wavelet, the Wavelet Coherency and the Phase-Difference. Furthermore, we generalize the concept of simple coherency to Partial Wavelet Coherency and Multiple Wavelet Coherency, akin to partial and multiple correlations, allowing the researcher to move beyond bivariate analysis. Finally, we describe the Generalized Morse Wavelets, a class of analytic wavelets recently proposed. A user-friendly toolbox, with examples, is attached to this paper.
TipoworkingPaper
URIhttp://hdl.handle.net/1822/12398
Versão da editorahttp://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_16_2011.pdf
Arbitragem científicano
AcessoopenAccess
Aparece nas coleções:NIPE - Documentos de Trabalho

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