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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

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

The use of trimming to improve the performance of tests for nonlinear serial dependence with application to the Australian national electricity market

Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003714105

Are daily and weekly load and spot price dynamics in Australia's national electricity market governed by episodic nonlinearity?

Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003714111

Cross-Correlations and Cross-Bicorrelations in Sterling Exchange Rates

Brooks, Chris - 2004

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there...

Persistent link: https://www.econbiz.de/10012785342