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The relationship between output and asset prices : a time, and frequency, varying approach

Su, Chi-Wei; Yao, Zong-Liang; Chang, Hsu-Ling - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 57-76

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Issues in the estimation of mMis-specified models of fractionally integrated processes

Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen - 2014

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The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains

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Characterizing co-movements between indian and emerging asian equity markets through wavelet multi-scale analysis

Shah, Aasif; Deo, Malabika; King, Wayne - In: Journal of East Asian economic integration 19 (2015) 2, pp. 189-220

Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale...

Persistent link: https://www.econbiz.de/10011572863

Is defense spending inflationary? : time-frequency evidence from China

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Can onshore spot market progress influence offshore N.D.F. market development for the C.N.Y?

Su, Chi-Wei; Wang, Kai-Hua; Zhang, Heng-Guo; Nian, Rui - In: Economic research 32 (2019) 1,2, pp. 1621-1644

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Causality between European economic policy uncertainty and tourism using wavelet-based approaches

Wu, Tsung-Pao; Wu, Hung-Che - In: Journal of travel research : a quarterly publication of … 58 (2019) 8, pp. 1347-1356

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Dynamic factor models

Doz, Catherine; Fuleky, Peter - 2019

Persistent link: https://www.econbiz.de/10012234624

Bootstrapping the log-periodogram estimator of the long-memory parameter : is it worth weighting?

Heravi, Saeed M.; Patterson, Kerry D. - In: International journal of computational economics and … 11 (2021) 3, pp. 201-221

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