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Economic cycles and their synchronization : a survey of spectral properties

Sella, L.; Vivaldo, G.; Groth, A.; Ghil, Michael - 2013

The present work applies several advanced spectral methods to the analysis of macroeconomic fluctuations in three countries of the European Union: Italy, The Netherlands, and the United Kingdom. We focus here in particular on singular-spectrum analysis (SSA), which provides valuable spatial and...

Persistent link: https://www.econbiz.de/10010225969

Estimating C-CAPM and the equity premium over the frequency domain

Kalyvitēs, Sarantēs; Panopulu, Aikaterinē - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 551-571

Persistent link: https://www.econbiz.de/10010228554

Causality between regional stock markets : a frequency domain approach

Gradojevic, Nikola; Dobardžić, Eldin - In: Panoeconomicus 60 (2013) 5, pp. 633-647

Persistent link: https://www.econbiz.de/10010341053

Design limits and dynamic policy analysis

Brock, William A.; Durlauf, Steven N.; Rondina, Giacomo - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2710-2728

Persistent link: https://www.econbiz.de/10010348108

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10010254990

Multiscale analysis of foreign exchange order flows and technical trading profitability

Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165

Persistent link: https://www.econbiz.de/10011439041

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

Persistent link: https://www.econbiz.de/10011563088

Testing for causality between credit and real business cycles in the frequency domain : an illustration

Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: Applied economics letters 21 (2014) 10/12, pp. 697-701

Persistent link: https://www.econbiz.de/10010416352

The typical spectral shape of an economic variable : a visual guide

Medel, Carlos A. - In: Applied economics letters 21 (2014) 13/15, pp. 1017-1024

Persistent link: https://www.econbiz.de/10010418259

Aggregation of the generalized fractional processes

Sun, Jingwei; Shi, Wendong - In: Economics letters 124 (2014) 2, pp. 258-262

Persistent link: https://www.econbiz.de/10010493645

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