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Money growth and inflation in China : new evidence from a wavelet analysis
Jiang, Chun; Chang, Tsangyao; Li, Xiao-Lin - In: International review of economics & finance : IREF 35 (2015), pp. 249-261
Persistent link: https://www.econbiz.de/10011333667
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An extended wavelet approach of the money-output link in the United States
Mutascu, Mihai; Sokic, Alexandre - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1647-1665
Persistent link: https://www.econbiz.de/10014253715
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A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman; Pomenkova, Jitka; Kapounek, Svatopluk - In: Computational economics 44 (2014) 4, pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
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Real growth co-movements and business cycle synchronization in the GCC countries : evidence from time-frequency analysis
Aloui, Chaker; Hkiri, Besma; Nguyen, Duc Khuong - In: Economic modelling 52 (2016), pp. 322-331
Persistent link: https://www.econbiz.de/10011642762
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Multiscale volatility transmission and portfolio construction between the baltic stock markets
Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina - In: Finance a úvěr 69 (2019) 2, pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
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Decomposing the co-movement of the business cycle : a time-frequency analysis of growth cycles in the euro area
Crowley, Patrick M.; Lee, Jim - 2005
Persistent link: https://www.econbiz.de/10003147443
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Decomposing the co-movement of the business cycle : a time-frequency analysis of growth cycles in the euro area
Crowley, Patrick M. (contributor); Lee, Jim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003198071
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Decomposing the Co-Movement of the Business Cycle : A Time-Frequency Analysis of Growth Cycles in the Euro Area
Crowley, Patrick M. - 2006
decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT). Static wavelet variance and correlation … analysis is performed, and phasing is studied using co-correlation with the euro area by scale. Lastly dynamic conditional … correlation GARCH models are used to obtain dynamic correlation estimates by scale against the EU to evaluate synchronicity of …
Persistent link: https://www.econbiz.de/10012734874
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Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398
Persistent link: https://www.econbiz.de/10011761283
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Frequency aspects of information transmission in a network of three Western equity markets
Schmidbauer, Harald; Rösch, Angi; Uluceviz, Erhan - 2016
Cycles in the behavior of stock markets have been widely documented. There is an increasing body of literature on whether stock markets anticipate business cycles or its turning points. Several recent studies assert that financial integration impacts positively on business cycle comovements of...
Persistent link: https://www.econbiz.de/10011609909