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The endogeneity of optimum currency area criteria in the context of financial crisis: Evidence from the time-frequency domain analysis
Euro area singular value decomposition synchronization wavelet analysis
2014/2/24
We provide the wavelet analysis of the economic cycle synchronization during the recent financial crisis. However, the global financial crisis caused economic cycles in most European countries to beco...
Time and frequency domain in the business cycle structure
spectrum business cycle frequency domain time domain
2014/2/24
The presented paper deals with the identification of cyclical behaviour of business cycle from the time and frequency domain perspective. Herewith, methods for obtaining the growth business cycle are ...
Financial LPPL Bubbles with Mean-Reverting Noise in the Frequency Domain
Financial LPPL Bubbles Mean-Reverting Noise Frequency Domain
2010/10/21
The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. A major open issue is to verify the presence of LPPL in price sequences and to estimate the LPPL parameters. Est...