Search Results - subject:"Frequency Domain Approach"

Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan

Muhammad, Shahbaz; Kumar, A.T.K.; Mohammad, Iqbal Tahir - Volkswirtschaftliche Fakultät, … - 2012

The present study significantly contributes to the economic literature by investigating the direction of causality between WPI and CPI by applying frequency domain causality approach developed by Lemmens et al. (2008) based on spectral approach. We use monthly frequency data covering the period...

Persistent link: https://www.econbiz.de/10011109571

What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?

Iwata, Shigeru; Li, Han - In: Econometric reviews 34 (2015) 1/5, pp. 146-173

Persistent link: https://www.econbiz.de/10011373299

A frequency domain causality investigation between futures and spot prices of Indian commodity markets

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Economic Modelling 40 (2014) C, pp. 250-258

commodity markets using frequency domain approach of Breitung and Candelon (2006). Frequency domain analysis offers an effective …

Persistent link: https://www.econbiz.de/10010781969

A frequency domain causality investigation between futures and spot prices of Indian commodity markets

Joseph, Anto; Sisodia, Garima; Tiwari, Aviral Kumar - In: Economic modelling 40 (2014), pp. 250-258

Persistent link: https://www.econbiz.de/10010425645

Inflation Persistence and Changes in the Monetary Regime: The Argentine Case

D´Amato, Laura; Garegnani, Lorena; Paladino, Juan M. Sotes - Banco Central de la República Argentina - 2007

changes in mean inflation can be detected by simple observation. We adopt both a timeseries univariate and a frequency-domain … approach. Following the former perspective breaks in the mean are identified, with inflation being highly persistent during the …�ation can be detected by simple observation. We adopt both a time- series univariate and a frequency-domain approach. Following …

Persistent link: https://www.econbiz.de/10010849676

Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market

Yang, Linghubo; Zhang, Dongxiang - In: Economic Modelling 35 (2013) C, pp. 264-271

in Chinese commodity market, using GC test, frequency domain approach proposed by Brietung and Candelon (2006) and … Garbade–Silber (G–S) Model. Frequency domain approach indicates that futures price of each commodity is really a powerful …

Persistent link: https://www.econbiz.de/10010719371

Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market

Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271

Persistent link: https://www.econbiz.de/10010259451

Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan

Shahbaz, Muhammad; Tiwari, Aviral Kumar; Tahir, … - In: Economic Modelling 29 (2012) 5, pp. 1592-1597

Persistent link: https://www.econbiz.de/10010597529

Does CPI Granger-cause WPI? : new extensions from frequency domain approach in Pakistan

Shahbaz, Muhammad; Tiwari, Aviral Kumar; Tahir, … - In: Economic modelling 29 (2012) 5, pp. 1592-1597

Persistent link: https://www.econbiz.de/10009667193