Similar Search Results

Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables

Hafner, Christian M. - 1998

Persistent link: https://www.econbiz.de/10000965598

Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

Peters, Edgar E. - 1996 - 2. ed.

Persistent link: https://www.econbiz.de/10000585045

A time series analysis of aggregate business failure activity and credit conditions

Melicher, Ronald W. - In: Journal of economics & business 40 (1988) 4, pp. 319-333

Persistent link: https://www.econbiz.de/10001069780

The integration of mortgage markets and capital markets

Goebel, Paul R. - In: Journal of the American Real Estate & Urban Economics … 21 (1993) 4, pp. 511-538

Persistent link: https://www.econbiz.de/10001160666

Spotting sunspots : some evidence in support of models with self-fulfilling prophecies

Salyer, Kevin Duff - In: Journal of monetary economics 42 (1998) 3, pp. 511-523

Persistent link: https://www.econbiz.de/10001250325

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