Showing 1 - 10 of 171
Persistent link: https://www.econbiz.de/10004785265
Persistent link: https://www.econbiz.de/10001755901
Persistent link: https://www.econbiz.de/10001711870
This paper applies volatility measures and VAR spectral analytic techniques to give a thorough description of the salient business cycle characteristics of central NIPA aggregates for the G7. Furthermore, their role in contributing to the supranational G7 and EURO15 cyclic dynamics is...
Persistent link: https://www.econbiz.de/10001653711
Persistent link: https://www.econbiz.de/10002011834
Persistent link: https://www.econbiz.de/10002743498
Persistent link: https://www.econbiz.de/10003292363
This paper applies volatility measures and VAR spectral analytic techniques to give a thorough description of the salient business cycle characteristics of central NIPA aggregates for the G7. Furthermore, their role in contributing to the supranational G7 and EURO15 cyclic dynamics is...
Persistent link: https://www.econbiz.de/10011408998
Using a battery of timely multivariate time series techniques I study the Bitcoin cryptocurrency price series and web search queries with regard to their mutual predictability, Granger-causality and cause-effect delay structure. The Bitcoin is at first treated as a general currency, then as a...
Persistent link: https://www.econbiz.de/10012287525