Narrow search
Showing 1 - 10 of 10
Cover Image
The application of time-varying spectra to detect evolutionary change in economic processes
Foster, John - 1995
Persistent link: https://www.econbiz.de/10000923144
Cover Image
The logistic diffusion approach to econometric modelling in the presence of evolutionary change
Foster, John - 1995
Persistent link: https://www.econbiz.de/10000923145
Cover Image
Identifying nonlinear serial dependence in volatile, high-frequency time series and its implications for volatility modeling
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 88-110
Persistent link: https://www.econbiz.de/10003981218
Cover Image
Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10003888730
Cover Image
On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data
Wild, Phillip; Foster, John - 2012
Persistent link: https://www.econbiz.de/10009563439
Cover Image
Structural change in macroeconomic time series: A complex systems perspective
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Journal of macroeconomics 28 (2006) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10003291147
Cover Image
Comments on "Structural change in macroeconomic time series"
Rothman, Philip - In: Journal of macroeconomics 28 (2006) 1, pp. 151-153
Persistent link: https://www.econbiz.de/10003291154
Cover Image
Discrete Fourier Transform filters as business cycle extraction tools : an investigation of cycle extraction properties and applicability of 'Gibbs' Effect
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714012
Cover Image
An investigation of the cycle extraction properties of several bandpass filters used to identify business cycles
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714016
Cover Image
Testing for market integration in the Australian national electricity market
Nepal, Rabindra; Foster, John - In: The energy journal 37 (2016) 4, pp. 215-237
Persistent link: https://www.econbiz.de/10011564754