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.
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Communicated by Chien Weizang
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Bin, L., Qinxi, D. Wavelet modeling and forecasting and its application in the Chinese monetary multiplier. Appl Math Mech 20, 917–923 (1999). https://doi.org/10.1007/BF02452491
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DOI: https://doi.org/10.1007/BF02452491