Money and output: New evidence based on wavelet coherence

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 3
Pages: 547-550

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We reassess the relationship between money and output using quarterly data from the US economy. We use several tools based on wavelets, the wavelet power transform and the wavelet coherence with which we analyze this relationship in both time and frequency. We find evidence of a weaker relationship within the Great Moderation as well as a stronger relationship during the Great Recession.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:3:p:547-550
Journal Field
General
Author Count
1
Added to Database
2026-01-25