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1
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
The degree of RMB as an international anchor currency and its driving factors : an exchange rate perspective
Chen, Fengxian
;
Hao, Tianruo
- In:
Applied economics
56
(
2024
)
4
,
pp. 462-482
Persistent link: https://www.econbiz.de/10014440083
Saved in:
3
National media and investor sentiment dynamics : evidence from China central television using a wavelet approach
Jiang, Yanhui
;
Hong, Yun
- In:
Applied economics
55
(
2023
)
47
,
pp. 5485-5503
Persistent link: https://www.econbiz.de/10014335281
Saved in:
4
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
10
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
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11
Financial development and tourism : a century of evidence from Germany
Awaworyi Churchill, Sefa
;
Cai, Yifei
;
Erdiaw-Kwasie, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 305-318
Persistent link: https://www.econbiz.de/10013494425
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12
Language sentiment in fundamental and noise trading : evidence from crude oil
Alfano, Simon
;
Feuerriegel, Stefan
;
Neumann, Dirk
- In:
Applied economics
52
(
2020
)
49
,
pp. 5343-5363
Persistent link: https://www.econbiz.de/10012307686
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13
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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14
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
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15
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
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16
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
Saved in:
17
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
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18
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:
19
The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility : a time-frequency wavelet analysis
Umar, Zaghum
;
Gubareva, Mariya
- In:
Applied economics
53
(
2021
)
27
,
pp. 3193-3206
Persistent link: https://www.econbiz.de/10012517082
Saved in:
20
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:
21
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
Saved in:
22
The time-frequency dependence of unemployment on real input prices : a wavelet coherency and partial coherency approach
Meng, Xiangcai
- In:
Applied economics
52
(
2020
)
10
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10012197519
Saved in:
23
The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo
;
Li, Haoran
- In:
Applied economics
52
(
2020
)
11
,
pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523
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24
On the role of domestic and international financial cyclical factors in driving economic growth
Billio, Monica
;
Donadelli, Michael
;
Livieri, G.
; …
- In:
Applied economics
52
(
2020
)
11
,
pp. 1272-1297
Persistent link: https://www.econbiz.de/10012197527
Saved in:
25
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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26
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:
27
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:
28
Tax-spend, spend-tax, or fiscal synchronization : a wavelet analysis
Jaén García, Manuel
- In:
Applied economics
52
(
2020
)
28
,
pp. 3023-3034
Persistent link: https://www.econbiz.de/10012221474
Saved in:
29
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:
30
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:
31
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:
32
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
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33
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:
34
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
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35
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:
36
Does economic policy uncertainty in the U.S. influence stock markets in China and India? : time-frequency evidence
Li, Rong
;
Li, Sufang
;
Yuan, Di
;
Yu, Keming
- In:
Applied economics
52
(
2020
)
39
,
pp. 4300-4316
Persistent link: https://www.econbiz.de/10012259034
Saved in:
37
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:
38
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:
39
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:
40
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:
41
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:
42
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
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43
The natural rate of interest: information derived from a shadow rate model
Ajevskis, Viktors
- In:
Applied economics
52
(
2020
)
47
,
pp. 5129-5138
Persistent link: https://www.econbiz.de/10012306572
Saved in:
44
Identification of house price bubbles using user cost in a state space model
Zhang, Hanxiong
;
Hudson, Robert
;
Metcalf, Hugh
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6088-6101
Persistent link: https://www.econbiz.de/10011381027
Saved in:
45
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:
46
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:
47
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:
48
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:
49
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:
50
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
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