Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy
A large body of empirical literature has suggested that oil price shocks have an important effect on economic activity. But in most of the literature the analysis is exclusively done in the time domain. However, interesting relations exist at different frequencies. We use (cross) wavelet analysis to...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2007
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| Texto completo: | http://hdl.handle.net/1822/6936 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/6936 |