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Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; … - 2014
Persistent link: https://www.econbiz.de/10010378433
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305
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Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis
Hallin, Marc; Dette, Holger; Kley, Tobias; Volgushev, … - European Centre for Advanced Research in Economics and … - 2011
. We define a “new” spectrum as the Fourier transform of the differences between copulas of the pairs (Yt, Yt−k) and the … are calculated as bilinear forms of weighted L1-projections of the ranks of the observed time series onto a harmonic …
Persistent link: https://www.econbiz.de/10009370568
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Quantile Spectral Analysis for Locally Stationary Time Series
Hallin, Marc; Skowronek, Stefan; Volgushev, Stanislav; … - European Centre for Advanced Research in Economics and … - 2014
Persistent link: https://www.econbiz.de/10010826308
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010376928
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Quantile spectral analysis for locally stationary time series
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2015
Persistent link: https://www.econbiz.de/10011622344
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Cycle Duration in Production with Periodicity – Evidence from Turkey
Akdi, Yýlmaz; Varlik, Serdar; Berument, Hakan - In: International Econometric Review (IER) 10 (2018) 2, pp. 24-32
In this paper, the sub-cycles in two economic activity measures are analyzed by using periodogram analyses. Our results …
Persistent link: https://www.econbiz.de/10012610970
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Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis
Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN journal of applied statistics 4 (2013) 2, pp. 51-68
This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation … obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze …
Persistent link: https://www.econbiz.de/10011474361
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Tracking financial cycles in ten transitional economies 2005-2018 using singular spectrum analysis (SSA) techniques
Škare, Marinko; Porada-Rochoń, Małgorzata - In: Equilibrium : quarterly journal of economics and … 14 (2019) 1, pp. 7-29
Persistent link: https://www.econbiz.de/10012232027
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Business and financial cycles : an estimation of cycles'; length focusing on macroprudential policy
Gonzalez, Rodrigo Barbone; Lima, Joaquim; Marinho, … - 2015
Persistent link: https://www.econbiz.de/10011303557