Search Results - subject:"Coherence function"

A frequency-domain analysis of medium-scale DSGE models

Wu, Jinshun; Maiti, Tapabrata - In: The Singapore economic review 67 (2022) 6, pp. 1951-1986

Persistent link: https://www.econbiz.de/10014240270

Automated dual-channel speech enhancement using adaptive coherence function with optimised discrete wavelet transform

Tank, Vanita Raj; Mahajan, Shrinivas Padmakar - In: Journal of information & knowledge management : JIKM 21 (2022) 3, pp. 1-53

Persistent link: https://www.econbiz.de/10013411213

Analysis of China's real estate prices and macroeconomy based on evolutionary co-spectral method

Li, Juan; Chen, Xuemin - In: Journal of Industrial Engineering and Management (JIEM) 8 (2015) 2, pp. 598-614

environment of China by use of dynamic coherence function based on co-spectral analysis. Design/methodology/approach: Through a …

Persistent link: https://www.econbiz.de/10011939217

Analysis of China's real estate prices and macroeconomy based on evolutionary co-spectral method

Li, Juan; Chen, Xuemin - In: Journal of industrial engineering and management : JIEM 8 (2015) 2, pp. 598-614

environment of China by use of dynamic coherence function based on co-spectral analysis. Design/methodology/approach: Through a …

Persistent link: https://www.econbiz.de/10011914376

Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis

Bouoiyour, jamal; Selmi, Refk - Volkswirtschaftliche Fakultät, … - 2014

terms) and exports to GDP ratio in Russia. To this end, we apply a new approach based on a time varying dynamic coherence … function, called, evolutionary co-spectral analysis. Our results put in evidence that coherence pattern differs over time …

Persistent link: https://www.econbiz.de/10011110149

A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach

Essaadi, Essahbi; Boutahar, Mohamed - In: Economics Bulletin 30 (2010) 2, pp. 1054-1070

evolutionary spectral analysis, to estimate the Time-Varying Coherence Function (TVCF). Then we test stability in both cross …

Persistent link: https://www.econbiz.de/10008621796

A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach

Essaadi, Essahbi; Boutahar, Mohamed - HAL - 2008

graphical analysis of the Time-Varying Coherence Function (TVCF) reports the existence of variability in correlation between the …

Persistent link: https://www.econbiz.de/10008790546

A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach

Essaadi, Essahbi; Boutahar, Mohamed - HAL - 2008

graphical analysis of the Time-Varying Coherence Function (TVCF) reports the existence of variability in correlation between the …

Persistent link: https://www.econbiz.de/10008791632

Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study

Allegret, Jean-Pierre; Essaadi, Essahbi - In: Economic Modelling 28 (2011) 1, pp. 351-365

a new measure based on the time-varying coherence function. Such a measure not only detects comovement dynamics but it …

Persistent link: https://www.econbiz.de/10010573314

Randomly Modulated Periodic Signals in Alberta's Electricity Market

Hinich, Melvin; Serletis, Apostolos - In: Studies in Nonlinear Dynamics & Econometrics 10 (2007) 3, pp. 1340-1340

This paper uses hourly electricity prices and MW hour demand for Alberta, Canada over the deregulated period after 1996 to test for randomly modulated periodicity. In doing so, we apply the signal coherence spectral analysis to the time series of hourly spot prices and megawatt-hours (MWh)...

Persistent link: https://www.econbiz.de/10004966130