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  • Search: subject:"and Spectral Analysis"
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Year of publication
Subject
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Business Cycles 3 Developing Countries 3 OECD Countries 3 Output Growth 3 Shock Persistence 3 and Spectral Analysis 3 Cointegration and spectral analysis 1 Dynamic relationship 1 Housing value 1 Interest rate 1 Long term equilibrium 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Article 1 Conference Paper 1 Working Paper 1
Language
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English 4
Author
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Dezhbakhsh, Hashem 3 Levy, Daniel 3 Cho, Deokho 1 Ma, Seungryu 1
Institution
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Department of Economics, Bar Ilan University 1
Published in...
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44th Congress of the European Regional Science Association: "Regions and Fiscal Federalism", 25th - 29th August 2004, Porto, Portugal 1 Journal of Monetary Economics 1 Working Paper 1 Working Papers / Department of Economics, Bar Ilan University 1
Source
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EconStor 3 RePEc 1
Showing 1 - 4 of 4
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A Study of Dynamic Relationship between Housing Values and Interest Rate in the Korean Housing Market
Cho, Deokho; Ma, Seungryu - 2004
housing market, using the Cointegration Test and Spectral Analysis. The result shows the long-term negative (-) equilibrium … spectral analysis; Long term equilibrium … change of future housing values hereafter. Keywords: Dynamic relationship; Housing value; Interest rate; Cointegration and …
Persistent link: https://www.econbiz.de/10011318901
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International Evidence on Output Fluctuation and Shock Persistence
Levy, Daniel; Dezhbakhsh, Hashem - In: Journal of Monetary Economics 50 (2003) 7, pp. 1499-1530
We estimate output growth rate spectra for 58 countries. The spectra exhibit diverse shapes. To study the sources of this diversity, we estimate the short-run, business cycle, and long-run frequency components of the sampled series. For most OECD countries the bulk of the spectral mass is in the...
Persistent link: https://www.econbiz.de/10012140589
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International Evidence on Output Fluctuation and Shock Persistence
Levy, Daniel; Dezhbakhsh, Hashem - 2002
We estimate output growth rate spectra for 58 countries. The spectra exhibit diverse shapes. To study the sources of this diversity, we estimate the short-run, business cycle, and long-run frequency components of the sampled series. For most OECD countries the bulk of the spectral mass is in the...
Persistent link: https://www.econbiz.de/10013204730
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Cover Image
International Evidence on Output Fluctuation and Shock Persistence
Levy, Daniel; Dezhbakhsh, Hashem - Department of Economics, Bar Ilan University - 2002
We estimate output growth rate spectra for 58 countries. The spectra exhibit diverse shapes. To study the sources of this diversity, we estimate the short-run, business cycle, and long-run frequency components of the sampled series. For most OECD countries the bulk of the spectral mass is in the...
Persistent link: https://www.econbiz.de/10008526365
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