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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
Poza, Carlos, (2020)
Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos, (2023)
Using long-, medium-, and short-term trends to forecast turning points in the business cycle : some international evidence
García-Ferrer, Antonio, (1998)
Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier, (2005)
A wavelet approach to multiple cointegration testing
Fernández Macho, Francisco Javier, (2013)
A test for the null of multiple conintegration vectors