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Inflation-industrial growth nexus in India : a revisit through Continuous Wavelet Transform

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Tax smoothing hypothesis : a Turkish case

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Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets

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Cointegration analysis with mixed-frequency data

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Bayesian near-boundary analysis in basic macroeconomic time series models

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Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach

Mensi, Walid; Ur Rehman, Mobeen; Al-Yahyaee, Khamis Hamed - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13

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Trend of oil prices, gold, GCC stocks market during Covid-19 pandemic : a wavelet approach

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A real time leading economic indicator based on text mining for the Spanish economy : fractional cointegration VAR and Continuous Wavelet Transform analysis

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Stock market and macroeconomic variables : new evidence from India

Gopinathan, R.; Durai, S. Raja Sethu - In: Financial innovation : FIN 5 (2019) 29, pp. 1-17

findings suggest that standard cointegration tests fail to identify any relationship among these variables. However, a … expectations algorithm of (J Am Stat Assoc 80:580–598, 1985) identifies strong evidence of cointegration and indicates nonlinearity …

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