Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/11707
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Campo DC | Valor | Idioma |
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dc.contributor.author | Conraria, Luís Aguiar | - |
dc.contributor.author | Soares, M. J. | - |
dc.date.accessioned | 2011-02-09T12:08:14Z | - |
dc.date.available | 2011-02-09T12:08:14Z | - |
dc.date.issued | 2010 | - |
dc.identifier.citation | CONRARIA, Luís Aguiar ; SOARES, M. J. - “The continuous wavelet transform : a primer” [Em linha]. Braga : Núcleo de Investigação em Políticas Económicas, 2010. [Consult. 9 Fev. 2011]. Disponível em WWW: <URL: www3.eeg.uminho.pt/economia/nipe/docs/2010/NIPE_WP_23_2010.pdf>. | por |
dc.identifier.uri | https://hdl.handle.net/1822/11707 | - |
dc.description.abstract | Wavelet analysis is becoming more popular in the Economics discipline. Until recently, most works have made use of tools associated with the Discrete Wavelet Transform. However, after 2005, there has been a growing body of work in Economics and Finance that makes use of the Continuous Wavelet Transform tools. In this article, we give a self-contained summary on the most relevant theoretical results associated with the Continuous Wavelet Transform, the Cross-Wavelet Transform, the Wavelet Coherency and the Wavelet Phase-Difference. We describe how the transforms are usually implemented in practice and provide some examples. We also introduce the Economists to a new class of analytic wavelets, the Generalized Morse Wavelets, which have some desirable properties and provide an alternative to the Morlet Wavelet. Finally, we provide a user friendly toolbox which will allow any researcher to replicate our results and to use it in his/her own research. | por |
dc.description.sponsorship | Fundação para a Ciência e a Tecnologia (FCT) - Programa Operacional Ciência e Inovação 2010 (POCI 2010) | por |
dc.description.sponsorship | Fundo Europeu de Desenvolvimento Regional (FEDER) | por |
dc.language.iso | eng | por |
dc.publisher | Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE) | por |
dc.rights | openAccess | por |
dc.subject | Economic cycles | por |
dc.subject | Continuous wavelet transform | por |
dc.subject | Cross-wavelet transform | por |
dc.subject | Wavelet coherency | por |
dc.subject | Wavelet phase-difference | por |
dc.subject | The great moderation | por |
dc.title | The continuous wavelet transform: a primer | por |
dc.type | workingPaper | por |
Aparece nas coleções: | NIPE - Documentos de Trabalho |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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NIPE_WP_23_2010.pdf | 809,9 kB | Adobe PDF | Ver/Abrir |