A GUIDE TO WAVELETS FOR ECONOMISTS*
直观介绍小波分析，综述其在经济学和金融学中的应用，并用加拿大、美国和芬兰的工业生产数据展示探索性分析示例，讨论未来应用方向。
Abstract Wavelet analysis, although used extensively in disciplines such as signal processing, engineering, medical sciences, physics and astronomy, has not fully entered the economics discipline yet. In this survey article, wavelet analysis is introduced in an intuitive manner, and the existing economics and finance literature that utilizes wavelets is surveyed and explored. Extensive examples of exploratory wavelet analysis are given, most using Canadian, US and Finnish industrial production data. Finally, potential and possible future applications for wavelet analysis in economics are discussed.