Oil and the macroeconomy: using wavelets to analyze old issues

By Luís Aguiar-Conraria, Maria Joana Soares. 2011

352 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7f65bb9f1c9f6e010a8bf7b3c143828a8582bc8c

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In Economics and Econometrics

Citations in the corpus

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (2015, neutral): “Aguiar-Conraria and Soares [2, p. 646] Wavelet transformation works within the spectral framework for analysis of the time series and it is a function of time.”
Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review (2019, methodology): “Aguiar-Conraria and Soares [60] used cross wavelet analysis to decompose the time–frequency effects of oil price changes on the macroeconomy.”
Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis (2013, background): “However, following Aguiar-Conraria and Soares (2011), we will focus on theWTC, instead of the wavelet cross-spectrum.”
THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS (2014, neutral): “9 Analytic Wavelets The admissibility condition (2) is a very weak condition and, in theory, there are innitely many wavelets.”
The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012, methodology): “If interested in a detailed technical overview the reader can check Aguiar-Conraria and Soares (2011b).”
The continuous wavelet transform : a primer (2011, neutral): “9 Analytic Wavelets The admissibility condition (2) is a very weak condition and, in theory, there are innitely many wavelets.”
A wavelet-based assessment of market risk: The emerging markets case (2012, methodology): “Furthermore, the Morlet wavelet has optimal joint time-frequency concentration (see Teolis, 1998, and Aguiar-Conraria and Soares, 2011c).”