Time Scale Analysis of Interest Rate Spreads and Output Using Wavelets
This paper adds to the literature on the information content of different spreads for real activity by explicitly taking into account the time scale relationship between a variety of monetary and financial indicators (real interest rate, term and credit spreads) and output growth. By means of wavele...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2013-04-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2075-1680/2/2/182 |