Search Results - subject:"coherence function"

Analysis of China's real estate prices and macroeconomy based on evolutionary co-spectral method

Li, Juan; Chen, Xuemin - In: Journal of Industrial Engineering and Management (JIEM) 8 (2015) 2, pp. 598-614

environment of China by use of dynamic coherence function based on co-spectral analysis. Design/methodology/approach: Through a …

Persistent link: https://www.econbiz.de/10011939217

Analysis of China's real estate prices and macroeconomy based on evolutionary co-spectral method

Li, Juan; Chen, Xuemin - In: Journal of industrial engineering and management : JIEM 8 (2015) 2, pp. 598-614

environment of China by use of dynamic coherence function based on co-spectral analysis. Design/methodology/approach: Through a …

Persistent link: https://www.econbiz.de/10011914376

Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co-spectral Analysis

Bouoiyour, jamal; Selmi, Refk - Volkswirtschaftliche Fakultät, … - 2014

terms) and exports to GDP ratio in Russia. To this end, we apply a new approach based on a time varying dynamic coherence … function, called, evolutionary co-spectral analysis. Our results put in evidence that coherence pattern differs over time …

Persistent link: https://www.econbiz.de/10011110149

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

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

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