Wavelet modeling and forecasting and its application in the Chinese monetary multiplier.

Authors :: Bin, Liu
Qinxi, Dong
Source :: Applied Mathematics & Mechanics; Aug1999, Vol. 20 Issue 8, p917-923, 7p
Publication Year :: 1999
Abstract: In this paper, a time-varying AR model is constructed by using the vector-space algorithm of compactly-supported biorthonormal wavelet transform. It is developed for forecasting narrow monetary multipliers in China. [ABSTRACT FROM AUTHOR]

Subjects :: WAVELETS (Mathematics)
ALGORITHMS
MONETARY theory
MULTIPLIERS (Mathematical analysis)

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