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Keywords = Wavelet Transform
Number of Articles: 2
The Impact of Nominal Foreign Exchange Rate Fluctuations and Business Cycles on Nonperforming Loans with an Emphasis on Regime Changes and Time-Scale
Volume 25, Issue 85 , February 2021, , Pages 35-64
Abstract
In this research, the role of nominal exchange rate volatility and business cycles on the banking nonperforming loans was investigated by using Markov-Switching model during 2005-2018 using seasonal data. Business cycles were extracted from GDP by using the Hodrick Prescott filter. Also, the wavelet ... Read MoreForecasting Natural Gas Price Using a Hybrid Model of Neural Network and Wavelet
Volume 22, Issue 71 , July 2017, , Pages 1-26