Measuring Business Cycles: A Wavelet Analysis of Economic Time Series

Simple item page
dc.contributor.authorYogo, Motohiro
dc.date2023-05-17T14:15:40.000
dc.date.accessioned2023-05-22T19:17:00Z
dc.date.available2023-05-22T19:17:00Z
dc.date.issued2008-01-01
dc.date.submitted2016-05-26T08:22:20-07:00
dc.description.abstractMultiresolution wavelet analysis is a natural way to decompose an economic time series into trend, cycle, and noise. The method is illustrated with GDP data. The business-cycle component of the wavelet-filtered series closely resembles the series filtered by the approximate bandpass filter.
dc.identifier.urihttps://repository.upenn.edu/handle/20.500.14332/34508
dc.legacy.articleid1020
dc.legacy.fields10.1016/j.econlet.2008.01.008
dc.legacy.fulltexturlhttps://repository.upenn.edu/cgi/viewcontent.cgi?article=1020&context=fnce_papers&unstamped=1
dc.rights© 2008. This manuscript version is made available under the CC-BY-NC-ND 4.0 license (http://creativecommons.org/licenses/by-nc-nd/4.0/)
dc.source.beginpage208
dc.source.endpage212
dc.source.issue399
dc.source.issue2
dc.source.journalFinance Papers
dc.source.journaltitleEconomics Letters
dc.source.peerreviewedtrue
dc.source.statuspublished
dc.source.volume100
dc.subject.otherEconometrics
dc.subject.otherFinance and Financial Management
dc.titleMeasuring Business Cycles: A Wavelet Analysis of Economic Time Series
dc.typeArticle
digcom.contributor.authorYogo, Motohiro
digcom.identifierfnce_papers/399
digcom.identifier.contextkey8653459
digcom.identifier.submissionpathfnce_papers/399
digcom.typearticle
dspace.entity.typePublication
upenn.schoolDepartmentCenterFinance Papers
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
YogoMeasuringBusinessCycles.pdf
Size:
106.16 KB
Format:
Adobe Portable Document Format
Download
Collection
Articles