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Growth and Volatility Analysis Using Wavelets

The magnitude and persistence of growth in gross domestic product are topics of intense scrutiny by economists. Although the existing techniques provide a range of tools to study the nature of growth and volatility time series, these usually come w...

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Bibliographic Details
Main Authors:	Maslova, Inga, Onder, Harun, Sanghi, Apurva
Language:	English en_US
Published:	World Bank, Washington, DC 2013
Subjects:	AMERICAN ECONOMIC ASSOCIATION AMERICAN ECONOMIC REVIEW AVERAGE GROWTH AVERAGE GROWTH RATE AVERAGE GROWTH RATES BLACK MARKET BLACK MARKET PREMIUM BUSINESS CYCLE BUSINESS CYCLE VOLATILITY BUSINESS CYCLES CAPITA GROWTH COMMODITY COMMODITY PRICE COMMODITY PRICES CONSUMPTION GROWTH CORRELATION ANALYSIS CORRELATION COEFFICIENT CORRELATIONS CREDIT CONSTRAINTS CROSS COUNTRY CUSTOMS UNION DATA AVAILABILITY DEBT DEBT CRISIS DEVELOPED COUNTRIES DEVELOPING COUNTRIES DEVELOPING ECONOMIES DEVELOPMENT POLICY DOMESTIC ECONOMY ECONOMIC ACTIVITIES ECONOMIC DECLINE ECONOMIC DOWNTURN ECONOMIC DOWNTURNS ECONOMIC GROWTH ECONOMIC MANAGEMENT ECONOMIC POLICY ECONOMIC REFORM ECONOMIC UNIONS ECONOMICS ESTIMATORS FINANCIAL DATA FLUCTUATIONS FOREIGN CURRENCIES FREE TRADE FUNCTIONAL FORM GROSS DOMESTIC PRODUCT GROWTH LITERATURE GROWTH PERFORMANCE GROWTH PROCESS GROWTH RATES GROWTH RELATIONSHIP HIGH INCOME HIGH INCOME COUNTRIES IMPACT OF VOLATILITY INCOME INCOME GROUP INCOMES INTERNATIONAL BUSINESS LINK BETWEEN VOLATILITY LONG RUN LONG-TERM GROWTH LOW INCOME LOW INCOME COUNTRIES LOW INCOME COUNTRY MACROECONOMIC DYNAMICS MARGINAL PROPENSITY MEDIUM TERM METHODOLOGY MIDDLE INCOME MONETARY UNION NEGATIVE EFFECT OUTPUT OUTPUT GROWTH PER CAPITA GROWTH PER CAPITA INCOME PER CAPITA INCOME LEVELS POLICY MAKERS POLICY RESEARCH POVERTY REDUCTION PURCHASING POWER PURCHASING POWER PARITY RAPID GROWTH REGIONAL INTEGRATION RESEARCH WORKING PAPERS RICH COUNTRIES RISK SHARING SHARP REDUCTION SIGNIFICANT CORRELATION STRUCTURAL BREAK TECHNIQUES TIME SERIES ANALYSIS VARIABILITY VOLATILITY wavelets growth acceleration
Online Access:	http://documents.worldbank.org/curated/en/2013/08/18124857/growth-volatility-analysis-using-wavelets http://hdl.handle.net/10986/16011

Growth and Volatility Analysis Using Wavelets

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