Measuring business cycles: a wavelet analysis of economic time series

DOI10.1016/j.econlet.2008.01.008zbMath1255.91372OpenAlexW3126108416MaRDI QIDQ1934857

Motohiro Yogo

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1020&context=fnce_papers

zbMATH Keywords

trendwaveletsbusiness cyclelinear filterband-pass filter

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for wavelets (65T60) Statistical methods; economic indices and measures (91B82)

Related Items (4)

Extracting business cycles with three filters: A comparative study and application in the case of China ⋮ Amplitude and phase synchronization of European business cycles: a wavelet approach ⋮ Combination of biorthogonal wavelet hybrid kernel OCSVM with feature weighted approach based on EVA and GRA in financial distress prediction ⋮ A wavelet approach for factor-augmented forecasting

Uses Software

• wmtsa

Cites Work

• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
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