BUSINESS CYCLES ANALYSIS USING WAVELET THEORY: THE CASE OF IRAN

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ABBASINEZHAD H.; MOHAMMADI SH.

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Journal: Journal of Economic Research Year:2006 | Volume:- | Issue:75 Page(s): 1-20

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Title

BUSINESS CYCLES ANALYSIS USING WAVELET THEORY: THE CASE OF IRAN

Author(s)

ABBASINEZHAD H. | MOHAMMADI SH. | Issue Writer Certificate

Keywords

BUSINESS CYCLESQ2

WAVELET THEORYQ3

HP AND BP FILTERQ3

TIME SERIESQ3

FOURIER ANALYSISQ2

Abstract

BUSINESS CYCLES analysis is one of the most important tasks for economists and statisticians. Various methods such as HP filter, BP filter, CF filter spectral analysis and Fourier transformation are used in TIME SERIES analysis. All of these methods are sensitive to stationary of TIME SERIES. Also the traditional methods don't offer information in scale analysis. In this paper we introduce the WAVELET THEORY and its applications especially to economics. Also decomposition of seasonal GDP of Iran and analysis of BUSINESS CYCLES are the other main propose. Results of GDP decomposition show 7 cycles with length of 16-32 quarters and 13 cycles with 8-16 quarters. Volatility analysis implies no change in variance of Wavelet coefficients in prewar and war periods. However volatility of GDP increased in the post war period.

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APA: Copy

ABBASINEZHAD, H., & MOHAMMADI, SH.. (2006). BUSINESS CYCLES ANALYSIS USING WAVELET THEORY: THE CASE OF IRAN. TAHGHIGHAT-E-EGHTESADI, -(75), 1-20. SID. https://sid.ir/paper/11617/en

Vancouver: Copy

ABBASINEZHAD H., MOHAMMADI SH.. BUSINESS CYCLES ANALYSIS USING WAVELET THEORY: THE CASE OF IRAN. TAHGHIGHAT-E-EGHTESADI[Internet]. 2006;-(75):1-20. Available from: https://sid.ir/paper/11617/en

IEEE: Copy

H. ABBASINEZHAD, and SH. MOHAMMADI, “BUSINESS CYCLES ANALYSIS USING WAVELET THEORY: THE CASE OF IRAN,” TAHGHIGHAT-E-EGHTESADI, vol. -, no. 75, pp. 1–20, 2006, [Online]. Available: https://sid.ir/paper/11617/en

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