Wavelets in Economics and Political Science
 
 
Description: 
The use of wavelet analysis is already very common in a large variety of disciplines, such as physics, geophysics, signal and image processing, medicine, biology, etc. More recently, wavelet tools have also been applied successfully in the areas of economics and finance. In spite of their increasing popularity in all these fields, wavelets are still very rarely used in other social sciences, namely in political history or political science.

The purpose of this talk is two-fold: first, to present a self-contained introduction to the (continuous version) of wavelet analysis, with special emphasis on some recently developed tools which enable us to deal with multivariate data; second, to illustrate the potential of these tools for problems in the area of social sciences, by means of two examples - the dynamic nationalization of presidential elections in the US and the analysis of the behavior of the Taylor Rule in the US.

The results presented were obtained in collaboration with Luís-Aguiar Conraria (Dep. Economia and NIPE/UM), Manuel M. Martins (Dep. Economia and Cef.up, UP) and Pedro Magalhães.
Date:  2015-05-06
Start Time:   14:30
Speaker:  Maria Joana Soares (Univ. Minho)
Institution:  Univ. Minho
Place:  Room 5.5
Research Groups: -Numerical Analysis and Optimization
See more:   <Main>  
 
© Centre for Mathematics, University of Coimbra, funded by
Science and Technology Foundation
Powered by: rdOnWeb v1.4 | technical support