Instrumental variables and wavelet decompositions

Economic Modelling - Tập 27 - Trang 1498-1513 - 2010
James B. Ramsey1, Marco Gallegati2, Mauro Gallegati2, Willi Semmler3,4
1Department of Economics, 19 West 4th Street, New York University, New York, NY 10003, USA
2Department of Economics, Faculty of Economics “G. Fuá”, Università Politecnica delle Marche, Piazzale Martelli 8, 60121 Ancona, Italy
3Department of Economics Graduate Faculty, 65 Fifth Avenue, New School University, New York, NY 10003, USA
4CEM University of Bielefeld, Germany

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