Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK

Author:

Crowley Patrick M.,Hughes Hallett Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference17 articles.

1. Applied Wavelet Analysis with S-PLUS;Bruce,1996

2. The business cycle: it’s still a puzzle;Christiano;Fed. Reser. Bank Chicago Econ. Perspect.,1998

3. A guide to wavelets for economists;Crowley;J. Econ. Surv.,2007

4. Crowley, P., 2010. Long Cycles in Growth: Explorations using New Frequency Domain Techniques with US Data. Bank of Finland Discussion Paper 6/2010, Helsinki, Finland.

5. The great moderation under the microscope: decomposition of macroeconomic cycles in US and UK aggregate demand;Crowley,2014

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