A Guide to Wavelets for Economists

C-Tier
Journal: Journal of Economic Surveys
Year: 2007
Volume: 21
Issue: 2
Pages: 207-267

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

Abstract Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not fully entered the economics discipline yet. In this survey article, wavelet analysis is introduced in an intuitive manner, and the existing economics and finance literature that utilizes wavelets is surveyed and explored. Extensive examples of exploratory wavelet analysis are given, most using Canadian, US and Finnish industrial production data. Finally, potential and possible future applications for wavelet analysis in economics are discussed.

Technical Details

RePEc Handle
repec:bla:jecsur:v:21:y:2007:i:2:p:207-267
Journal Field
General
Author Count
1
Added to Database
2026-01-25