Wavelet power spectrum and cross-coherency of Spanish economic variables

González-Concepción, Concepción; Gil-Fariña, María Candelaria; Pestano-Gabino, Celina

doi:10.1007/s00181-017-1295-5

Cited by 6 publications

(6 citation statements)

References 26 publications

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“…The application of wavelet analysis has advantages in analyzing the underlying relevance in both time and frequency domain (26). WPS estimates the spectrum as a function of time and could reveal the timeseries change of different periodic components over time (27), therefore, WPS was applied to study the outbreak cycles of HFRS in mainland China.…”

Section: Discussionmentioning

confidence: 99%

Analysis of Hemorrhagic Fever With Renal Syndrome Using Wavelet Tools in Mainland China, 2004–2019

Zou

Sun

2020

Front. Public Health

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Introduction : Hemorrhagic fever with renal syndrome (HFRS) is a life-threatening public health problem in China, accounting for ~90% of HFRS cases reported globally. Accurate analysis and prediction of the HFRS epidemic could help to establish effective preventive measures.Materials and Methods : In this study, the geographical information system (GIS) explored the spatiotemporal features of HFRS, the wavelet power spectrum (WPS) unfolded the cyclical fluctuation of HFRS, and the wavelet neural network (WNN) model predicted the trends of HFRS outbreaks in mainland China.Results : A total of 209,209 HFRS cases were reported in mainland China from 2004 to 2019, with the annual incidence ranged from 0 to 13.05 per 100,0000 persons at the province level. The WPS proved that the periodicity of HFRS could be half a year, 1 year, and roughly 7-year at different time intervals. The WNN structure of 12-6-1 was set up as the fittest forecasting model for the HFRS epidemic.Conclusions : This study provided several potential support tools for the control and risk-management of HFRS in China.

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Section: Discussionmentioning

confidence: 99%

Analysis of Hemorrhagic Fever With Renal Syndrome Using Wavelet Tools in Mainland China, 2004–2019

Zou

Sun

2020

Front. Public Health

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“… 3 Previous studies have used this data source ( González-Concepción, Gil-Fariña, & Pestano-Gabino, 2018 ; Li, Shang, & Wang, 2019 ; Zhang et al, 2020 ). …”

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confidence: 99%

In search of COVID-19 and stock market behavior

Chundakkadan

Nedumparambil

2022

Global Finance Journal

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“…According to Table 2, the standard deviation of oil price-producer prices was generally larger than that of oil price-consumer prices. Moreover, we found that the Brent oil price appeared to be more stable than the WTI price, regardless of consumer prices (Gonzalez-Concepcion et al, 2018;Zivkov et al, 2019). In brief, the dependence on oil and the impact of oil price on producer prices, leaves countries macroeconomically vulnerable (Sakashita and Yoshizaki, 2016;Sek, 2017;Zhou et al, 2017).…”

Section: Oil Price Pass-through Without a Monetary Policy In Chinamentioning

confidence: 79%

“…Additionally, He and Lin (2019) studied the transmission from oil price to the PPI and showed that oil price also has a positive ability to affect the operation of the PPI. However, consumer/producer prices could be asymmetrically related to the volatility in oil prices (Ajmi et al, 2015;Sek and Lim, 2016;Castro et al, 2017;Rangasamy, 2017;Gonzalez-Concepcion et al, 2018); for instance, Ajmi et al (2015) documented an asymmetric relationship by disentangling the effects of positive shocks from negative ones. Additionally, Lim and Sek (2017) concluded that the impact of oil prices may vary across oil exporting and importing economies, because of oil dependency factors; otherwise, oil prices exert negative effects on the CPI in organization for economic cooperation and development (OECD) countries (Katircioglu et al, 2015).…”

Section: Introductionmentioning

confidence: 99%

Oil Price Pass-Through Into Consumer and Producer Prices With Monetary Policy in China: Are There Non-linear and Mediating Effects

2020

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Balancing the oil pass-through to consumer and producer prices is crucial for policymakers. This study aimed to advance associated thinking by examining how consumer and producer prices in China related to changes in global oil prices from 2006 to 2018. First, we investigated the pass-through of oil spot prices to consumer prices as indicated by the consumer price index (CPI) and means of consumption price index (MCPI), and to producer prices as indicated by the producer price index (PPI) and means of production price index (MPPI), with a monetary policy in China. This study also explored the non-linear and mediating effects of financial markets and government debt on linkages between oil prices and consumer/producer prices based on non-linear framework and causal steps approach, respectively. Our findings indicated some key points; for example, the pass-through of oil prices with a monetary policy in China shed light on a benchmark role in global oil markets. Additionally, the non-linear effect of oil prices on consumer/producer prices varied across the Brent and West Texas Intermediate (WTI) crude oil markets. The mediating effect of government debt also reflected the effectiveness in balancing the relationship between oil prices and producer prices. Government debt explained the −0.091 transition between the Brent oil price and the PPI and could explain the −0.095 transition between the Brent oil price and the MPPI, whereas the transition due to financial markets were −0.064 and −0.080, respectively. These outcomes have important implications for stabilizing price levels in countries.

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Wavelet power spectrum and cross-coherency of Spanish economic variables

Cited by 6 publications

References 26 publications

Analysis of Hemorrhagic Fever With Renal Syndrome Using Wavelet Tools in Mainland China, 2004–2019

Analysis of Hemorrhagic Fever With Renal Syndrome Using Wavelet Tools in Mainland China, 2004–2019

In search of COVID-19 and stock market behavior

Oil Price Pass-Through Into Consumer and Producer Prices With Monetary Policy in China: Are There Non-linear and Mediating Effects

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