Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets
نویسندگان
چکیده
منابع مشابه
Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets
This paper adds to the literature on the information content of different spreads for real activity by explicitly taking into account the time scale relationship between a variety of monetary and financial indicators (real interest rate, term and credit spreads) and output growth. By means of wavelet-based exploratory data analysis we obtain richer results relative to the aggregate analysis by ...
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ژورنال
عنوان ژورنال: Axioms
سال: 2013
ISSN: 2075-1680
DOI: 10.3390/axioms2020182