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摘要翻译：
同步是一对波动在相互作用时调整其节奏的现象。我们根据购买力平价(PPP)衡量一段时间内美元和欧元汇率以及美元和日元汇率的同步程度。我们采用了非线性科学中常用的Hilbert变换进行同步分析的方法。我们发现大部分时间的同步度很高，建议建立PPP。在包含具有非对称效应的经济事件（如美国房地产泡沫）的各个时期，同步度并不高。
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英文标题：
《Synchronization analysis between exchange rates based on purchasing
power parity using the Hilbert transform》
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作者：
Makoto Muto and Yo*****aka Saiki
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
Synchronization is a phenomenon when a pair of fluctuations adjust their rhythms when they interact with each other. We measure the degree of synchronization between the exchange rates of the U.S. dollar (USD) and the euro, and between those of the USD and the Japanese yen based on purchasing power parity (PPP) over time. We employ a method of synchronization analysis using the Hilbert transform which is common in the field of nonlinear science. We find that the synchronization degree is high most of the time, suggesting a PPP establishment. The synchronization degree does not remain high across periods containing economic events with asymmetric effects, such as the U.S. real estate bubble.
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PDF链接：
https://arxiv.org/pdf/2010.08825
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