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Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949
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Modern classical economics and reality : a spectral analysis of the theory of value and distribution
Mariolis, Theodore; Tsoulfidis, Lefteris - 2016
Persistent link: https://www.econbiz.de/10011416119
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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control
Crowley, Patrick M.; Hudgins, David - 2016
Persistent link: https://www.econbiz.de/10011524358
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Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario - 2016
Persistent link: https://www.econbiz.de/10011525409
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Dynamic factor models, (pp. 215-282). 2016
Persistent link: https://www.econbiz.de/10011448666
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Time-frequency characterization of the U.S. financial cycle
Verona, Fabio - 2016
Persistent link: https://www.econbiz.de/10011475758
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Fiscal policy tracking design in the time : frequency domain using wavelet analysis
Crowley, Patrick M.; Hudgins, David - In: Economic modelling 51 (2015), pp. 502-514
Persistent link: https://www.econbiz.de/10011476134
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Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G. - In: Econometric reviews 37 (2018) 1/5, pp. 228-246
Persistent link: https://www.econbiz.de/10012038592
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423