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...