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  • Search: subject:"Time Varying Coherence Function"
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Year of publication
Subject
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comovement 2 spectral analysis 2 structural change 2 time-varying coherence function 2 Business cycle synchronization 1 Comovement 1 East Asia 1 Monetary union 1 Spectral Analysis 1 Spectral analysis 1 Structural Change 1 Time Varying Coherence Function 1 Time-varying coherence function 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Language
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English 2 Undetermined 2
Author
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Essaadi, Essahbi 4 Boutahar, Mohamed 3 Allegret, Jean-Pierre 1
Institution
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HAL 2
Published in...
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Post-Print / HAL 2 Economic Modelling 1 Economics Bulletin 1
Source
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RePEc 4
Showing 1 - 4 of 4
Cover Image
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
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Cover Image
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
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Cover Image
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
Saved in:
Cover Image
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
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