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DSGE model with financial frictions over subsets of business cycle frequencies

Gallegati, Marco; Giri, Federico; Palestrini, Antonio - In: Journal of economic dynamics & control 100 (2019), pp. 152-163

Persistent link: https://www.econbiz.de/10012130956

Cyclical Behavior of Prices in the G7 Countries Through Wavelet Analysis

Gallegati, Marco; Palestrini, Antonio - 2010

Our analysis, conducted using the GDP and the GDP deflator time series (OECD source; 1960–2001) for the G7 countries, shows the robustness of the negative covariance between the GDP and its deflator, but only over long run horizons. Through wavelet decomposition we evaluate the price–output...

Persistent link: https://www.econbiz.de/10014201054

Early warning signals of financial stress : a "wavelet-based" composite indicators approach

Gallegati, Marco - In: Advances in non-linear economic modeling : theory and …, (pp. 115-138). 2014

Persistent link: https://www.econbiz.de/10010251588

Long waves in prices : new evidence from wavelet analysis

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Cliometrica : journal of historical economics and … 11 (2017) 1, pp. 127-151

Persistent link: https://www.econbiz.de/10011758376

Instrumental variables and wavelet decompositions

Ramsey, James B.; Gallegati, Marco; Gallegati, Mauro; … - In: Economic modelling 27 (2010) 6, pp. 1498-1513

Persistent link: https://www.econbiz.de/10008825727

Errors-in-variables and the wavelet multiresolution approximation approach : a Monte Carlo study

Gallegati, Marco; Ramsey, James B. - In: Essays in honor of Jerry Hausman, (pp. 149-171). 2012

Persistent link: https://www.econbiz.de/10009709143

Structural change and phase variation : a re-examination of the q-model usinge wavelet exploratory analysis

Gallegati, Marco; Ramsey, James B. - In: Structural change and economic dynamics : SC+ED 25 (2013), pp. 60-73

Persistent link: https://www.econbiz.de/10009761299

Bond vs stock market's Q : testing for stability across frequencies and over time

Gallegati, Marco; Ramsey, James B. - In: Journal of empirical finance 24 (2013), pp. 138-150

Persistent link: https://www.econbiz.de/10010371984

The US wage Phillips curve over different time horizons

Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Giornale degli economisti e annali di economia 68 (2009) 2, pp. 113-148

Persistent link: https://www.econbiz.de/10003908024

Wavelet variance analysis of output in G-7 countries

Gallegati, Marco; Gallegati, Mauro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10009513650