Wavelets in Economics and Finance: Past and Future

In this paper I review what insights we have gained about economic and financial relationships from the use of wavelets and speculate on what further insights we may gain in the future. Wavelets are treated as a “lens” that enables the researcher to explore relationships that previously were unobservable

If Nonlinear Models Cannot Forecast, What Use Are They?

nonlinear models, open and non-isolated systems, non-parametric models, forecasts

ECONOMIC AND FINANCIAL DATA AS NONLINEAR PROCESSES

financial market ; econometrics

The Analysis of Foreign Exchange Data Using Waveform Dictionaries

Foreign exchange, waveform dictionaries, fourier transforms, wavelets, dirac delta functions

The Identifiability and Estimability of Non-Invertible MA (Q) Models

Economic models, Jenkins ARIMA modeling

CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS

econometrics