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TitleThe continuous wavelet transform : moving beyond uni and bivariate analysis
Author(s)Conraria, Luís Aguiar
Soares, M. J.
KeywordsContinuous wavelet transform
Wavelet coherency
Partial wavelet coherency
Multiple wavelet coherency
Wavelet partial phase-diference
Economic fluctuations.
Wavelet partial phase-difference
Issue date2014
JournalJournal of Economic Surveys
Abstract(s)A body of work using the continuous wavelet transform has been growing. We provide a self- contained summary on its most relevant theoretical results, describe how such transforms can be implemented in practice, and generalize the concept of simple coherency to partial wavelet coherency and multiple wavelet coherency, moving beyond bivariate analysis. We also describe a new family of wavelets, the generalized Morse wavelets, which have some desirable properties. A user-friendly toolbox, with examples, is attached to this paper.
Publisher version
AccessRestricted access (UMinho)
Appears in Collections:DMA - Artigos (Papers)
NIPE - Artigos em Revistas de Circulação Internacional com Arbitragem Científica

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