Fred Goodman

MITRE Corporation

202 Burlington Road

Bedford, MA 01730

United States

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Scholarly Papers (1)

1.

Analysis of Non-Stationary Dynamics in the Financial System

Economics Letters, Vol. 131, No. 3, 2013
Number of pages: 12 Posted: 20 Jul 2014
MITRE Corporation, MITRE Corporation, MITRE Corporation, MITRE Corporation and Interdisciplinary Center for Economic Science
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Abstract:

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non-stationary time series; functional PCA; Synchrosqueezing; multi-time scale characteristics; detection of macroeconomic instability