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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
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Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
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Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
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Penalized spline smoothing in financial and economic research
Wegener, Michael - 2012
Persistent link: https://www.econbiz.de/10009719940
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus - 2000
Persistent link: https://www.econbiz.de/10001461424
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Multifractal fluctuations in finance
Schmitt, François; Schertzer, Daniel; Lovejoy, Shaun - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 361-364
Persistent link: https://www.econbiz.de/10001522884
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Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001681636
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Unobserved components models with stochastic volatility for extracting trends and cycles in credit
O'Brien, Martin; Velasco, Sofia - 2020
Persistent link: https://www.econbiz.de/10012793058
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Four essays in econometrics and macroeconomics
Born, Benjamin - 2011
Persistent link: https://www.econbiz.de/10009422848