The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses

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The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, background): “2 More detailed explanations are also offered in Ramsey and Lampart (1998a, 1998b) and Kim and In (2003).”
A wavelet-based assessment of market risk: The emerging markets case (2012, methodology): “Recent work using wavelets includes that of, for example, Kim and In (2003, 2005), who investigate the relationship between financial variables and industrial production and between stock returns and inflation, Gençay et al. (2003, 2005) and Fernandez (2005, 2006), who study the CAPM at different…”
An Intuitive Guide to Wavelets for Economists (2005, methodology): “…perhaps the most commonly known frequency domain tool used by economists (see Collard (1999), Camba Mendez and Kapetanios (2001), Valle e Azevedo (2002), Kim and In (2003), Süssmuth (2002) and Hughes Hallett and Richter (2004) for some examples), and therefore needs no extended introduction here.”
Oil price and exchange rates: A wavelet based analysis for India (2013, methodology): “These smooth and detailed signals are expressed as follows: SJ;k ¼ ∑ k sJ;kϕJ;k tð Þ;DJ;k ¼ ∑ k dJ;kψJ;k tð Þ; and D1;k ¼ ∑ k d1;kψ1;k tð Þ; j ¼ 1;2;…:; J−1: ð12Þ 5 Interested reader can refer to Ramsey and Lampart (1998a,b) and Kim and In (2003) among others for more detailed explanations on it.”