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Time series analysis and applications to macroeconomics

Units : Mechanics and Applied Mathematics | ULB178

Description :

The project aims at the improvement of the filtering techniques used to discriminate between trends and cycles in economic time
series and also at the development of time-frequency (local Fourier bases) and time-scale methods (wavelet bases) for non-stationary

List of persons in charge :

  • LORIS Ignace

List of lessors :

  • Financement de base institutionnel