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The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics letters 15 (2008) 7/9, pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Applied economics letters 20 (2013) 4/6, pp. 316-319
Persistent link: https://www.econbiz.de/10009706792
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Wavelet spectrum analysis of business cycles of China and G7 countries
Fidrmuc, Jarko; Korhonen, Iikka; Poměnková, Jitka - In: Applied economics letters 21 (2014) 16/18, pp. 1309-1313
Persistent link: https://www.econbiz.de/10010467433
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The export-led growth hypothesis for India : examining causality by a new approach in the time-frequency domain
Tiwari, Aviral Kumar; Ludwig, Alexander - In: Applied economics letters 21 (2014) 16/18, pp. 1297-1301
Persistent link: https://www.econbiz.de/10010467456
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The European Commission's new NAIRU : does it deliver?
Gechert, Sebastian; Rietzler, Katja; Tober, Silke - In: Applied economics letters 23 (2016) 1/3, pp. 6-10
Persistent link: https://www.econbiz.de/10011414065
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Estimating the output gap for Turkey : an unobserved components approach
O͏̈ǧu͏̈ç, F.; Ece, D. - In: Applied economics letters 11 (2004) 3, pp. 177-182
Persistent link: https://www.econbiz.de/10001951416
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Seven centuries of commodity co-movement : a wavelet analysis approach
Umar, Zaghum; Zaremba, Adam; Olson, Dennis - In: Applied economics letters 29 (2022) 4, pp. 355-359
Persistent link: https://www.econbiz.de/10012803546
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560