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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661146
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Financial cycles across G7 economies : a view from wavelet analysis
Mandler, Martin; Scharnagl, Michael - 2019
rates and equity prices across all countries but less similarities for cycles in credit and house price. For credit and … house price cycles country-specific developments turn out to be more important than the common cross-country cycles. …
Persistent link: https://www.econbiz.de/10012020175
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010407524
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Contagion among select global equity markets : a time-frequency analysis
Bhandari, Avishek; Kamaiah, Bandi - In: Global economy journal : GEJ 19 (2019) 4, pp. 1950023-1-29
Persistent link: https://www.econbiz.de/10012214476
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Long memory and fractality among global equity markets : a multivariate wavelet approach
Bhandari, Avishek; Kamaiah, Bandi - In: Journal of quantitative economics 19 (2021) 1, pp. 23-37
Persistent link: https://www.econbiz.de/10012489848
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International structural time series evidence on the cyclical behaviour of prices
Moosa, Imad A. - In: Swiss journal of economics and statistics 134 (1998) 1, pp. 5-19
Persistent link: https://www.econbiz.de/10001237074
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Spectral dynamics of dry cargo shipping markets theory of long waves : fact or artifact?
Angelopoulos, Jason; Duru, Okan; Chlōmudēs, Kōnstantinos - In: International journal of transport economics : IJTE 43 (2016) 3, pp. 227-245
Persistent link: https://www.econbiz.de/10011559494
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Auf der Suche nach den Langen Wellen der Konjunktur
Metz, Rainer - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003722109