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  • Search: subject:"Spectral regression"
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Year of publication
Subject
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spectral regression 30 frequency domain 13 Spectral regression 10 Zeitreihenanalyse 10 Regression analysis 9 Regressionsanalyse 9 Time series analysis 9 Phillips curve 8 quantity theory 8 Estimation theory 7 Schätztheorie 7 long memory 6 Long memory 4 Phillips Curve 4 Taylor rule 4 frequency dependence 4 real-time data 4 Fractional integration 3 Frequency domain 3 Rescaled range 3 Theorie 3 time series analysis 3 ARFIMA processes 2 Band spectral regression 2 Business cycle 2 Cointegration 2 Cyclical co-movement 2 Efficient estimation 2 Estimation 2 Expectations theory of the term structure 2 Forecasting model 2 Gaussian semiparametric method 2 Interest Rates 2 Kointegration 2 Konjunktur 2 Panel 2 Panel study 2 Prognoseverfahren 2 Schätzung 2 Sectors 2
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Online availability
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Free 33 Undetermined 8
Type of publication
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Book / Working Paper 35 Article 10
Type of publication (narrower categories)
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Working Paper 6 Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1
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Language
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Undetermined 24 English 21
Author
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Gerlach, Stefan 11 Assenmacher-Wesche, Katrin 7 Baum, Christopher F. 6 Ashley, Richard A. 4 Assenmacher, Katrin 4 Barkoulas, John 4 Bhattacharya, Mousumi 4 Bhattacharya, Sharad Nath 4 Lyu, Jingjing 4 Phillips, Peter C.B. 4 Süssmuth, Bernd 4 Tsang, Kwok Ping 4 Ashley, Richard 3 Sekine, Toshitaka 3 Verbrugge, Randal 3 Barkoulas, John T. 2 Perron, Pierre 2 Randall J. Verbrugge. 2 Richard A. Ashley. 2 Verbrugge, Randal J. 2 Yamamoto, Yohei 2 Avarucci, Marco 1 Caglayan, Mustafa 1 Chakraborty, Atreya 1 Chambers, Marcus J. 1 Corbae, Dean 1 Guhathakurta, Kousik 1 Guo, Binbin 1 Kheifets, Igor L. 1 Marinucci, Domenico 1 Ouliaris, Sam 1 Phillips, Peter C. B. 1 Travlos, Nickolaos 1 Verbrugge, Randal John 1 Verbrugge, Randall J. 1 Wada, Tatsuma 1 Xiao, Zhijie 1 Zhu, Feng 1
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Institution
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Department of Economics, Boston College 6 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 5 C.E.P.R. Discussion Papers 4 Cowles Foundation for Research in Economics, Yale University 4 Schweizerische Nationalbank (SNB) 4 Bank for International Settlements (BIS) 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 European Central Bank 1 Federal Reserve Bank of Cleveland 1 Institute of Economic Research, Hitotsubashi University 1
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Published in...
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Boston College Working Papers in Economics 6 Working Papers / Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 5 CEPR Discussion Papers 4 Cowles Foundation Discussion Papers 4 Working Papers / Schweizerische Nationalbank (SNB) 4 Cuadernos de Gestión 3 BIS Working Papers 2 Federal Reserve Bank of Cleveland working paper series 2 CEIS Research Paper 1 CESifo Working Paper 1 CESifo working papers 1 Cowles Foundation discussion paper 1 ECB Working Paper 1 Econometric Reviews 1 Global COE Hi-Stat Discussion Paper Series 1 Journal of econometrics 1 Journal of international money and finance 1 Review of World Economics 1 Review of world economics 1 The econometrics journal 1 Theoretical economics letters 1 Working Paper / Federal Reserve Bank of Cleveland 1 Working Paper Series / European Central Bank 1
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Source
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RePEc 33 ECONIS (ZBW) 9 EconStor 3
Showing 1 - 10 of 45
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Global linkages across sectors and frequency bands : a band spectral panel regression approach
Lyu, Jingjing; Süssmuth, Bernd - In: Review of world economics 161 (2025) 4, pp. 1421-1462
Persistent link: https://www.econbiz.de/10015485803
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Optimal estimation in a multicointegrated system
Kheifets, Igor L.; Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de/10015467033
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Global linkages across sectors and frequency bands: a band spectral panel regression approach
Lyu, Jingjing; Süssmuth, Bernd - In: Review of World Economics 161 (2025) 4, pp. 1421-1462
We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and frequency bands. It relies on decomposing time series—allowably measured in mixed observation frequency—into "deviation cycle" dynamics by frequency band. We use it to compute...
Persistent link: https://www.econbiz.de/10015493334
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Out-of-sample forecasting of foreign exchange rates : the band spectral regression and LASSO
Wada, Tatsuma - In: Journal of international money and finance 128 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013438380
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Global linkages across sectors and frequency bands : a band spectral panel regression approach
Lyu, Jingjing; Süssmuth, Bernd - 2024
We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and frequency bands. It relies on decomposing time series —allowably measured in mixed observation frequency— into “deviation cycle” dynamics by frequency band. We use it to...
Persistent link: https://www.econbiz.de/10014485646
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Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J. - In: Journal of econometrics 217 (2020) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
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The comparative dynamics of developed and emerging stock markets : a long memory perspective
Bhattacharya, Sharad Nath; Bhattacharya, Mousumi; … - In: Theoretical economics letters 8 (2018) 8, pp. 1493-1509
Persistent link: https://www.econbiz.de/10011888389
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Cover Image
Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach
Lyu, Jingjing; Süssmuth, Bernd - 2024
We introduce the technique of band spectral panel regression (BSPR) to analyze global linkages across sectors and frequency bands. It relies on decomposing time series —allowably measured in mixed observation frequency— into "deviation cycle" dynamics by frequency band. We use it to compute...
Persistent link: https://www.econbiz.de/10014534399
Saved in:
Cover Image
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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Persistence dependence in empirical relations : the velocity of money
Ashley, Richard A.; Verbrugge, Randal - 2015
Persistent link: https://www.econbiz.de/10011546312
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