Showing 1 - 10 of 16,681
Persistent link: https://www.econbiz.de/10013268237
Persistent link: https://www.econbiz.de/10011622152
Persistent link: https://www.econbiz.de/10003147443
Persistent link: https://www.econbiz.de/10003198071
decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT). Static wavelet variance and correlation … analysis is performed, and phasing is studied using co-correlation with the euro area by scale. Lastly dynamic conditional … correlation GARCH models are used to obtain dynamic correlation estimates by scale against the EU to evaluate synchronicity of …
Persistent link: https://www.econbiz.de/10012734874
Persistent link: https://www.econbiz.de/10003732644
Persistent link: https://www.econbiz.de/10003971168
Persistent link: https://www.econbiz.de/10010341014
This paper analyses the contribution of survey data, in particular various sentiment indicators, to nowcasts of quarterly euro area GDP. It uses a genuine real-time dataset that is constructed from original press releases in order to transform the actual dataflow into an interpretable flow of...
Persistent link: https://www.econbiz.de/10011772137
In this study, we construct an index using high-frequency data related to financial markets and intermediation services in Turkey, called the High-Frequency Financial Conditions Index, employing alternative statistical techniques for the period from 2006 to 2020. We also analyze the informative...
Persistent link: https://www.econbiz.de/10013334828