Wavelet power spectrum and cross-coherency of Spanish economic variables
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DOI: 10.1007/s00181-017-1295-5
Abstract: We analyze six relevant economic and financial variables for the period 2000M1–2015M3 in the context of the Spanish economy: a financial index (IBEX35), a commodity (crude oil price in euros), a foreign exchange index (EUR/USD),… read more here.
Keywords: power spectrum; period; wavelet power; spectrum cross ... See more keywords