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Please use this identifier to cite or link to this item:
http://hdl.handle.net/2451/27333
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| Title: | Wavelets in Economics and Finance: Past and Future |
| Authors: | Ramsey, James B. |
| Keywords: | Wavelets
time scale
forecasts
oscillating frequencies
denoising
consumption function
income velocity
time varying delays |
| Issue Date: | Mar-2002 |
| Series/Report no.: | S-MF-02-02 |
| Abstract: | In this paper I review what insights we have gained about economic and financial relationships from the use of wavelets and speculate on what further insights we may gain in the future. Wavelets are treated as a “lens” that enables the researcher to explore relationships that previously were unobservable. |
| URI: | http://hdl.handle.net/2451/27333 |
| Appears in Collections: | Macro Finance
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