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Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria, (2024)
Empirical properties of the credit and equity cycle within almost periodically correlated stochastic processes : the case of Poland, UK and USA
Lenart, Ćukasz, (2015)
Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan, (2016)
Wavelet : a new tool for business cycle analysis
Raihan, Sharif Md., (2005)
Housing prices and the high Chinese saving rate puzzle
Wang, Xin, (2012)
Can a real business cycle model pass the Watson test?
Wen, Yi, (1998)