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Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria, (2024)
VARX model using leading cycles
Klúčik, Miroslav, (2013)
Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters, (2016)
L' impact du changement de définition de l'indice des prix de gros en Belgique sur la causalité prix de gros, prix de détail
Hecq, Alain W. J., (1992)
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J., (1997)
Hecq, Alain W. J., (1998)