Liu Bin, Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862.
Citation: Liu Bin, Dong Qinxi. Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier[J]. Applied Mathematics and Mechanics, 1999, 20(8): 856-862.

Wavelet Modeling and Forecasting and Its Application in the Chinese Monetary Multiplier

  • Received Date: 1998-04-23
  • Rev Recd Date: 1999-01-30
  • Publish Date: 1999-08-15
  • In this paper, a time-varying AR model is constructed by using the vector-space algorithm of compactly-supported biorthonormal wavelets transform, and a time-varying AR model for forecasting narrow monetary multipliers in China is developed.
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