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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

Trend-cycle decomposition : implications from an exact structural identification

Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2013

Persistent link: https://www.econbiz.de/10010198264

On the correspondence between data revision and trend-cycle decomposition

Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2012

Persistent link: https://www.econbiz.de/10009561165

On the correspondence between data revision and trend-cycle decomposition

Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2012

Persistent link: https://www.econbiz.de/10009564909

Empirical Modeling of Contagion : A Review of Methodologies

Dungey, Mardi - 2004

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...