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Wavelet Applications in Economics and Finance

Overview of attention for book
Cover of 'Wavelet Applications in Economics and Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Functional Representation, Approximation, Bases and Wavelets
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    Chapter 2 Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
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    Chapter 3 The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
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    Chapter 4 Nonlinear Dynamics and Wavelets for Business Cycle Analysis
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    Chapter 5 Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility
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    Chapter 6 Wavelet Analysis and the Forward Premium Anomaly
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    Chapter 7 Oil Shocks and the Euro as an Optimum Currency Area
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    Chapter 8 Wavelet-Based Correlation Analysis of the Key Traded Assets
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    Chapter 9 Forecasting via Wavelet Denoising: The Random Signal Case
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    Chapter 10 Short and Long Term Growth Effects of Financial Crises
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    Chapter 11 Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach
Attention for Chapter 3: The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
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Citations

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Chapter title
The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
Chapter number 3
Book title
Wavelet Applications in Economics and Finance
Published by
Springer, Cham, January 2014
DOI 10.1007/978-3-319-07061-2_3
Book ISBNs
978-3-31-907060-5, 978-3-31-907061-2
Authors

Patrick M. Crowley, Andrew Hughes Hallett, Crowley, Patrick M., Hallett, Andrew Hughes

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 6 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 6 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 50%
Unknown 3 50%
Readers by discipline Count As %
Economics, Econometrics and Finance 4 67%
Unknown 2 33%

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