create a website

Growth volatility and inequality in the U.S.: A wavelet analysis. (2019). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Chang, Shinhye.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 55

References cited by this document

Cocites: 22

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis. (2022). Martins, João.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00068-8.

    Full description at Econpapers || Download paper

  2. Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet ; Berisha, Edmond.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

    Full description at Econpapers || Download paper

  3. Effects of the internet, mobile, and land phones on income inequality and The Kuznets curve: Cross country analysis. (2020). Su, Thanh ; Nguyen, Canh ; Thanh, Su Dinh ; Canh, Nguyen Phuc ; Hui, Felicia Chong ; Schinckus, Christophe.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:44:y:2020:i:10:s0308596120301336.

    Full description at Econpapers || Download paper

  4. Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Agénor, P.R. Macroeconomic adjustment and the poor: Analytical issues and cross-country evidence. 2004 J. Econ. Surv.. 18 351-

  2. Aghion, P. ; Banerjee, A. ; Piketty, T. Dualism and macroeconomic volatility. 1999 Q. J. Econ.. 114 1359-1397

  3. Aghion, P. ; Caroli, E. ; Garcia-Penalosa, C. Inequality and economic growth: the perspective of the new growth theories. 1999 J. Econ. Lit.. 1615-1660

  4. Aguiar-Conraria, L. ; Azevedo, N. ; Soares, M.J. Using wavelets to decompose the time–frequency effects of monetary policy. 2008 Physica A. 387 2863-2878

  5. Alesina, A. ; Perotti, R. Income distribution, political instability, and investment. 1996 Eur. Econ. Rev.. 40 1203-1228

  6. Andersen, T.G. ; Teräsvirta, T. Realized volatility. 2009 En : Handbook of Financial Time Series. Springer: Berlin, Heidelberg

  7. Andrews, D.W. Tests for parameter instability and structural change with unknown change point. 1993 Econometrica. 4 821-856

  8. Andrews, D.W. ; Ploberger, W. Optimal tests when a nuisance parameter is present only under the alternative. 1994 Econometrica. 6 1383-1414

  9. Bahmani-Oskooee, M. ; Motavallizadeh-Ardakani, A. On the effects of income volatility on income distribution: Asymmetric evidence from state level data in the US. 2018 Res. Econ.. 72 224-239

  10. Bloomfield, D.S. ; McAteer, R.J. ; Lites, B.W. ; Judge, P.G. ; Mathioudakis, M. ; Keenan, F.P. Wavelet phase coherence analysis: Application to a quiet-sun magnetic element. 2004 Astrophys. J.. 617 623-632
    Paper not yet in RePEc: Add citation now
  11. Breen, R. ; García-Peñalosa, C. Income inequality and macroeconomic volatility: an empirical investigation. 2005 Rev. Dev. Econ.. 9 380-398

  12. C. Calderón, E.L. Yeyati, Zooming In: From Aggregate Volatility to Income Distribution. Policy Research Working Paper. World Bank, 2009.

  13. Campbell, J.Y. ; Mankiw, N.G. Are output fluctuations transitory?. 1987 The Quart. J. Econ.. 102 857-880

  14. Caroli, E. ; García-Peñalosa, C. Risk aversion and rising wage inequality. 2002 Econom. Lett.. 77 21-26

  15. Chauvet, L. ; Ferry, M. ; Patrick, G. ; Guillaumont Jeanneney, S. ; Tapsoba, S. ; Wagner, L. Volatility widens inequality. Could aid and remittances help? (No. P158). FERDI. 2017 :

  16. Chauvet, L. ; Guillaumont, P. Aid and performance: a reassessment. 2001 J. Dev. Stud.. 37 66-92

  17. Chauvet, L. ; Guillaumont, P. Aid, volatility, and growth again: When aid volatility matters and when it does not. 2009 Rev. Dev. Econ.. 13 452-463

  18. Checchi, D. ; García-Peñalosa, C. Risk and the distribution of human capital. 2004 Econom. Lett.. 82 53-61

  19. Corak, M. ; Lindquist, M.J. ; Mazumder, B. A comparison of upward and downward intergenerational mobility in Canada, Sweden and the United States. 2014 Lab. Econ.. 30 185-200

  20. Daly, K.J. An overview of the determinants of financial volatility: An explanation of measuring techniques. 2011 Modern Appl. Sci.. 5 46-63
    Paper not yet in RePEc: Add citation now
  21. Eksi, O. Lower volatility, higher inequality: Are they related?. 2017 Oxford Econ. Pap.. 69 847-869

  22. Fan, Y. ; Gençay, R. Unit root tests with wavelets. 2010 Econometric Theory. 26 1305-1331

  23. Galor, O. ; Zeira, J. Income distribution and macroeconomics. 1993 Rev. Econom. Stud.. 60 35-52

  24. Gardner, L.A. On detecting changes in the mean of normal variates. 1969 Ann. Math. Stat.. 40 116-126
    Paper not yet in RePEc: Add citation now
  25. Gordon, R.J. Has the rise in american inequality been exaggerated?. 2009 Challenge. 52 92-120

  26. Goupillaud, P. ; Grossmann, A. ; Morlet, J. Cycle-octave and related transforms in seismic signal analysis. 1984 Geoexploration. 23 85-102
    Paper not yet in RePEc: Add citation now
  27. Gozgor, G. ; Ranjan, P. Globalisation, inequality and redistribution: Theory and evidence. 2017 World Econ.. 40 2704-2751

  28. Grinsted, A. ; Moore, J.C. ; Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series. 2004 Nonlinear Process. Geophys.. 11 561-566
    Paper not yet in RePEc: Add citation now
  29. Guillaumont, P. ; Wagner, L. Aid effectiveness for poverty reduction: Lessons from cross-country analyses, with a special focus on vulnerable countries. 2014 Rev. Econ. Dev.. 22 217-261

  30. Haltiwanger, J. Globalization and economic volatility. 2011 En : Bacchetta, M. ; Jansen, M. Making Globalization Socially Sustainable. ILO and WTO: Geneva
    Paper not yet in RePEc: Add citation now
  31. Hansen, B.E. Lagrange Multiplier Tests for Parameter Instability in Non-Linear Models. 1990 University of Rochester: Rochester
    Paper not yet in RePEc: Add citation now
  32. Hansen, B.E. Tests for parameter instability in regressions with I(1) processes. 1992 J. Bus. Econom. Statist.. 10 321-336

  33. Hausmann, R. ; Gavin, M. Securing Stability and Growth in a Shock Prone Region: The Policy Challenge for Latin America (No. 6191). 1996 Inter-American Development Bank:

  34. Hudgins, L. ; Friehe, C.A. ; Mayer, M.E. Wavelet transforms and atmopsheric turbulence. 1993 Phys. Rev. Lett.. 71 3279-3282
    Paper not yet in RePEc: Add citation now
  35. J. Imbs, Why the Link Between Volatility and Growth is Both Positive and Negative (No. 3561). CEPR Discussion Papers, 2002.

  36. Jaumotte, F. ; Lall, S. ; Papageorgiou, C. Rising income inequality: technology, or trade and financial globalization?. 2013 IMF Econ. Rev.. 61 271-309

  37. Jeanneney, S.G. ; Kpodar, K. Financial development and poverty reduction: Can there be a benefit without a cost?. 2011 J. Dev. Stud.. 47 143-163

  38. Konya, L. ; Mouratidis, C. An empirical analysis of the relationship between income inequality and growth volatility in 70 countries for 1960-2002. 2006 Appl. Econom. Int. Dev.. 6 5-16

  39. Kose, M.A. ; Prasad, E.S. ; Terrones, M.E. Growth and volatility in an era of globalization. 2005 IMF Staff Papers. 52 31-63

  40. Laursen, T. ; Mahajan, S. Volatility, Income Distribution, and Poverty. Managing Economic Volatility and Crises: A Practitioner’s Guide. 2005 Cambridge University Press: New York
    Paper not yet in RePEc: Add citation now
  41. Leigh, A. How closely do top income shares track other measures of inequality?. 2007 Econ. J.. 117 619-633

  42. Levy, A. A note on income inequality and macro-economic volatility. 2002 Austr. Econ. Pap.. 41 233-238

  43. Li, X.L. ; Chang, T. ; Miller, S.M. ; Balcilar, M. ; Gupta, R. The co-movement and causality between the US housing and stock markets in the time and frequency domains. 2015 Int. Rev. Econ. Finance. 38 220-233

  44. Loh, L. Co-movement of Asia-Pacific with European and US stock market returns: A cross-time– frequency analysis. 2013 Res. Int. Bus. Finance. 29 1-13

  45. Nelson, C.R. ; Plosser, C.R. Trends and random walks in macroeconmic time series: some evidence and implications. 1982 J. Monet. Econ.. 10 139-162

  46. Nyblom, J. Testing for the constancy of parameters over time. 1989 J. Amer. Statist. Assoc.. 84 223-230
    Paper not yet in RePEc: Add citation now
  47. Omay, T. ; Gupta, R. ; Bonaccolto, G. The US real GNP is trend-stationary after all. 2017 Appl. Econ. Lett.. 24 510-514

  48. Percival, D.B. ; Walden, A.T. Wavelet Methods for Time Series Analysis (Vol. 4). 2006 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  49. Phillips, P.C. ; Hansen, B.E. Statistical inference in instrumental variables regression with I (1) processes. 1990 Rev. Econom. Stud.. 57 99-125

  50. Ramey, G. ; Ramey, V.A. Cross-country evidence on the link between volatility and growth. 1995 Am. Econ. Rev.. 1138-1151

  51. Ramsey, J.B. ; Zhang, Z. The analysis of foreign exchange data using waveform dictionaries. 1997 J. Empir. Finance. 4 341-372

  52. Ramsey, J.B. ; Zhang, Z. The Application of Wave Form Dictionaries to Stock Market Index Data. 1996 Springer: Berlin
    Paper not yet in RePEc: Add citation now
  53. Roueff, F. ; Sachs, R. Locally stationary long memory estimation. 2011 Stochastic Process. Appl.. 121 813-844

  54. Tiwari, A.K. ; Mutascu, M. ; Andries, A.M. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis. 2013 Econ. Model.. 31 151-159

  55. Torrence, C. ; Compo, G.P. A practical guide to wavelet analysis. 1998 Bull. Am. Meteorol. Soc.. 79 61-78
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6.

    Full description at Econpapers || Download paper

  2. HOUSEHOLD IMPACT OF THE COVID-19 PANDEMIC FROM A DEVELOPMENT ECONOMICS PERSPECTIVE - A REVIEW. (2021). Egamberdiev, Bekhzod.
    In: Regional Science Inquiry.
    RePEc:hrs:journl:v:xiii:y:2021:i:1:p:15-30.

    Full description at Econpapers || Download paper

  3. Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Aye, Goodness C ; Gozgor, Giray.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02180-2.

    Full description at Econpapers || Download paper

  4. Governance quality, remittances and their implications for food and nutrition security in Sub-Saharan Africa. (2020). Mavrotas, George ; Adedoyin, Rufai ; Fadare, Olusegun ; Olagunju, Kehinde Oluseyi ; Ogunniyi, Adebayo Isaiah.
    In: World Development.
    RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19304012.

    Full description at Econpapers || Download paper

  5. Volatility widens inequality. Could aid and remittances help?. (2019). Wagner, Laurent ; Tapsoba, Sampawende ; Ferry, Marin ; Chauvet, Lisa ; Jeanneney, Sylviane Guillaumont ; Guillaumont, Patrick.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:155:y:2019:i:1:d:10.1007_s10290-018-0331-7.

    Full description at Econpapers || Download paper

  6. Growth volatility and inequality in the U.S.: A wavelet analysis. (2019). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Chang, Shinhye.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73.

    Full description at Econpapers || Download paper

  7. Debt shift, financial development and income inequality. (2019). Bezemer, Dirk ; Samarina, Anna.
    In: Working Papers.
    RePEc:dnb:dnbwpp:646.

    Full description at Econpapers || Download paper

  8. Growth Volatility and Inequality in the U.S.: A Wavelet Analysis. (2018). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Chang, Shinhye.
    In: Working papers.
    RePEc:uct:uconnp:2018-05.

    Full description at Econpapers || Download paper

  9. Growth Volatility and Inequality in the U.S.: A Wavelet Analysis. (2018). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Chang, Shinhye.
    In: Working Papers.
    RePEc:pre:wpaper:201819.

    Full description at Econpapers || Download paper

  10. Volatility Widens Inequality. Could Aid and Remittances Help?. (2017). Wagner, Laurent ; Tapsoba, Sampawende ; Guillaumont Jeanneney, Sylviane ; Chauvet, Lisa ; Ferry, Marin.
    In: Working Papers.
    RePEc:fdi:wpaper:3083.

    Full description at Econpapers || Download paper

  11. Volatility Widens Inequality. Could Aid and Remittances Help?. (2017). Wagner, Laurent ; Tapsoba, Sampawende ; Guillaumont Jeanneney, Sylviane ; Ferry, Marin ; Chauvet, Lisa.
    In: Working Papers.
    RePEc:fdi:wpaper:3082.

    Full description at Econpapers || Download paper

  12. Does trade openness contribute to food security? A dynamic panel analysis. (2017). Abdulai, Awudu ; Dithmer, Jan .
    In: Food Policy.
    RePEc:eee:jfpoli:v:69:y:2017:i:c:p:218-230.

    Full description at Econpapers || Download paper

  13. Is Rural Contribution to Aggregate Poverty Reduction Substantial? New Evidence. (2014). Purohit, Purnima ; Imai, Katsushi ; Abekah-Nkrumah, Gordon.
    In: Global Development Institute Working Paper Series.
    RePEc:bwp:bwppap:20814.

    Full description at Econpapers || Download paper

  14. Disentangling the Poverty Effects of Sectoral Output, Prices, and Policies in India. (2014). Mallick, Sushanta.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:60:y:2014:i:4:p:773-801.

    Full description at Econpapers || Download paper

  15. Working Paper 181 - Determining the Correlates of Poverty for Inclusive Growth in Africa. (2013). Anyanwu, John.
    In: Working Paper Series.
    RePEc:adb:adbwps:979.

    Full description at Econpapers || Download paper

  16. Disentangling the poverty effects of sectoral output, prices and policies in India. (2012). Mallick, Sushanta.
    In: Development Papers.
    RePEc:eap:sswadp:dp1202.

    Full description at Econpapers || Download paper

  17. Schuldenschnitt für Griechenland - ein gefährlicher Irrweg für den Euroraum. (2011). Niechoj, Torsten ; Lindner, Fabian ; Horn, Gustav.
    In: IMK Report.
    RePEc:imk:report:63-2011.

    Full description at Econpapers || Download paper

  18. Labour Markets and Productivity in Developing Countries. (2008). Temple, Jonathan ; Satchi, Mathan.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0805.

    Full description at Econpapers || Download paper

  19. Roads out of poverty? Assessing the links between aid, public investment, growth, and poverty reduction. (2008). El Aynaoui, Karim ; Agénor, Pierre-Richard ; Agnor, Pierre-Richard ; Bayraktar, Nihal.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:86:y:2008:i:2:p:277-295.

    Full description at Econpapers || Download paper

  20. Growth and labour markets in developing countries. (2006). Temple, Jonathan ; Satchi, Mathan.
    In: CEDI Discussion Paper Series.
    RePEc:edb:cedidp:06-12.

    Full description at Econpapers || Download paper

  21. Taking stock of risk management techniques for sovereigns. (2005). Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3570.

    Full description at Econpapers || Download paper

  22. Macro Adjustment Policies and Horizontal Inequalities. (). Stewart, Frances ; Langer, Arnim.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps158.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 21:51:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.