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Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Resilient control for macroeconomic models
Hudgins, David
;
Crowley, Patrick M.
- In:
Computational economics
61
(
2023
)
4
,
pp. 1403-1431
Persistent link: https://www.econbiz.de/10014327063
Saved in:
2
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
3
Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George
;
Maurer, Frantz
- In:
Computational economics
62
(
2023
)
3
,
pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
Saved in:
4
Are the eurozone financial and business cycles convergent across time and frequency?
Mansour-Ibrahim, Dalia
- In:
Computational economics
61
(
2023
)
1
,
pp. 389-427
Persistent link: https://www.econbiz.de/10014228435
Saved in:
5
Integrating wavelet decomposition and fuzzy transformation for improving the accuracy of forecasting crude oil price
Saghi, Faramarz
;
Rezaee, Mustafa Jahangoshai
- In:
Computational economics
61
(
2023
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10014228453
Saved in:
6
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
7
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
8
Does capacity utilization predict inflation? : a wavelet based evidence from United States
Bahramian, Pejman
;
Saliminezhad, Andisheh
- In:
Computational economics
58
(
2021
)
4
,
pp. 1103-1125
Persistent link: https://www.econbiz.de/10012697888
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9
Extreme wavelet fast learning machine for evaluation of the default profile on financial transactions
Souza, Paulo Vitor de Campos
;
Torres, Luiz Carlos Bambirra
- In:
Computational economics
57
(
2021
)
4
,
pp. 1263-1285
Persistent link: https://www.econbiz.de/10012543297
Saved in:
10
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
11
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
12
Is productivity diverging in the EU? : evidence from 11 Member States
Emvalomatis, Grigorios
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1171-1192
Persistent link: https://www.econbiz.de/10011892998
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13
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
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14
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 651-667
Persistent link: https://www.econbiz.de/10012219146
Saved in:
15
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
Saved in:
16
Estimating non-stationary common factors : implications for risk sharing
Corona, Francisco
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Computational economics
55
(
2020
)
1
,
pp. 37-60
Persistent link: https://www.econbiz.de/10012222591
Saved in:
17
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
18
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
19
Are central bankers inflation nutters? : an MCMC estimator of the long-memory üarameter in a state space model
Andersson, Fredrik N. G.
;
Li, Yushu
- In:
Computational economics
55
(
2020
)
2
,
pp. 529-549
Persistent link: https://www.econbiz.de/10012223649
Saved in:
20
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
Saved in:
21
Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
Saved in:
22
A time-frequency analysis of the Canadian macroeconomy and the yield curve
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2333-2351
Persistent link: https://www.econbiz.de/10012255868
Saved in:
23
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam
;
Sapena, Juan
;
Tamarit …
- In:
Computational economics
56
(
2020
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
Saved in:
24
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
25
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
26
Heterogeneous expectations and uncertain inflation target
Marzioni, Stefano
;
Traficante, Guido
- In:
Computational economics
56
(
2020
)
3
,
pp. 601-621
Persistent link: https://www.econbiz.de/10012390414
Saved in:
27
Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha
- In:
Computational economics
56
(
2020
)
4
,
pp. 795-841
Persistent link: https://www.econbiz.de/10012390473
Saved in:
28
On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Ge, Xinyu
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
Saved in:
29
Output gaps, inflation and financial cycles in the UK
Melolinna, Marko
;
Tóth, Máté
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 1039-1070
Persistent link: https://www.econbiz.de/10012041692
Saved in:
30
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey
;
Hueng, C. James
- In:
Computational economics
54
(
2019
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Saved in:
31
Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Naifar, Nader
;
Hammoudeh, Shawkat
;
Tiwari, Aviral Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012134319
Saved in:
32
A continuous differentiable wavelet shrinkage function for economic data denoising
He, Fan
;
He, Xuansen
- In:
Computational economics
54
(
2019
)
2
,
pp. 729-761
Persistent link: https://www.econbiz.de/10012134350
Saved in:
33
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
34
Wavelet multiresolution analysis of the liquidity effect and monetary neutrality
Habimana, Olivier
- In:
Computational economics
53
(
2019
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10012134542
Saved in:
35
Multivariate co-movement between Islamic stock and bond markets among the GCC : a wavelet-based view
Aloui, Chaker
;
Jammazi, Rania
;
Ben Hamida, Hela
- In:
Computational economics
52
(
2018
)
2
,
pp. 603-626
Persistent link: https://www.econbiz.de/10012053011
Saved in:
36
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
37
Intraday price information flows between the CSI300 and futures market : an application of wavelet analysis
Xu, Xiaojie
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1267-1295
Persistent link: https://www.econbiz.de/10011949520
Saved in:
38
Modeling dynamics of metal price series via state space approach with two common factors
Golosnoy, Vasyl
;
Rossen, Anja
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1477-1501
Persistent link: https://www.econbiz.de/10011949567
Saved in:
39
Wavelet power spectrum and cross-coherency of Spanish economic variables
González-Concepción, Concepción
;
Candelaria …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 855-882
Persistent link: https://www.econbiz.de/10011949932
Saved in:
40
Estimating the natural rate of interest in an open economy
Wynne, Mark A.
;
Zhang, Ren
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 1291-1318
Persistent link: https://www.econbiz.de/10011950132
Saved in:
41
Permanent breaks and temporary shocks in a time series
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Computational economics
49
(
2017
)
2
,
pp. 255-270
Persistent link: https://www.econbiz.de/10011757584
Saved in:
42
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
43
Wavelets analysis on structural model for default prediction
Han, Lu
;
Ge, Ruihuan
- In:
Computational economics
50
(
2017
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10011762221
Saved in:
44
A Monte Carlo comparison of estimating the number of dynamic factors
Zhao, Zhao
;
Cui, Guowei
;
Wang, Shaoping
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1217-1241
Persistent link: https://www.econbiz.de/10011893009
Saved in:
45
Restricted Hodrick-Prescott filtering in a state-space framework
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10011893027
Saved in:
46
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
Saved in:
47
Health progress and economic growth in the USA : the continuous wavelet analysis
Chen, Wen-Yi
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 831-855
Persistent link: https://www.econbiz.de/10011481132
Saved in:
48
The trend-cycle decomposition of output and the Phillips curve : Bayesian estimates for Italy and the Euro area
Busetti, Fabio
;
Caivano, Michele
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1565-1587
Persistent link: https://www.econbiz.de/10011481732
Saved in:
49
Time-frequency adapted market integration measure based on hough transformed multiscale decompositions
Tzagkarakis, George
;
Caicedo-Llano, Juliana
; …
- In:
Computational economics
48
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011646587
Saved in:
50
The Beveridge-Nelson decomposition of mixed-frequency series : an application to simultaneous measurement of classical and deviation cycles
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
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pp. 1415-1441
Persistent link: https://www.econbiz.de/10011643752
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