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An example of intermittency in nonlinear economic cycles
Chian, A. C.-L.; Rempel, E. L.; Borotto, F. A.; Rogers, … - In: Applied economics letters 13 (2006) 4, pp. 257-263
Persistent link: https://www.econbiz.de/10003382418
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
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World energy intensity revisited : a cluster analysis
Yu, Yihua; Zhang, Yonghui; Song, Feng - In: Applied economics letters 22 (2015) 13/15, pp. 1158-1169
Persistent link: https://www.econbiz.de/10011312151
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Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests
Vávra, Marián - In: Applied economics letters 22 (2015) 13/15, pp. 1094-1099
Persistent link: https://www.econbiz.de/10011312188
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A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Prazmowski, Peter A. - In: Applied economics letters 12 (2005) 3, pp. 155-160
Persistent link: https://www.econbiz.de/10002621336
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Estimating the time-varying NAIRU and the Phillips curve slope simultaneously : a note
Yamada, Hiroshi - In: Applied economics letters 21 (2014) 13/15, pp. 1057-1059
Persistent link: https://www.econbiz.de/10010418231
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An empirical test for Okun's law using a smooth time-varying parameter approach : evidence from East Asian countries
Kim, Myeong Jun; Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 22 (2015) 10/12, pp. 788-795
Persistent link: https://www.econbiz.de/10011286083
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The Kalman filter method for break point estimation in unit root tests
Emirmahmutoglu, Furkan; Köse, Nezir; Yalcin, Yeliz - In: Applied economics letters 15 (2008) 1/3, pp. 193-198
Persistent link: https://www.econbiz.de/10003725184
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562