Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance
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Published By Springer International Publishing

9783319070605, 9783319070612

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_11 ◽

2014 ◽

pp. 249-261

Author(s):

Ekaterini Panopoulou ◽

Sarantis Kalyvitis

Keyword(s):

Risk Aversion ◽

Spectral Approach

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The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_3 ◽

2014 ◽

pp. 47-71 ◽

Cited By ~ 3

Author(s):

Patrick M. Crowley ◽

Andrew Hughes Hallett

Keyword(s):

Aggregate Demand ◽

Great Moderation

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Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_2 ◽

2014 ◽

pp. 23-46 ◽

Cited By ~ 4

Author(s):

Marco Gallegati ◽

Mauro Gallegati ◽

James B. Ramsey ◽

Willi Semmler

Keyword(s):

Frequency Analysis ◽

Time Frequency Analysis ◽

Time Frequency ◽

The Us

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Functional Representation, Approximation, Bases and Wavelets

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_1 ◽

2014 ◽

pp. 1-20

Author(s):

James B. Ramsey

Keyword(s):

Functional Representation

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Oil Shocks and the Euro as an Optimum Currency Area

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_7 ◽

2014 ◽

pp. 143-156 ◽

Cited By ~ 2

Author(s):

Luís Aguiar-Conraria ◽

Teresa Maria Rodrigues ◽

Maria Joana Soares

Keyword(s):

Optimum Currency Area ◽

Oil Shocks ◽

Currency Area ◽

Optimum Currency

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Forecasting via Wavelet Denoising: The Random Signal Case

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_9 ◽

2014 ◽

pp. 187-225 ◽

Cited By ~ 2

Author(s):

Joanna Bruzda

Keyword(s):

Wavelet Denoising ◽

Random Signal

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Nonlinear Dynamics and Wavelets for Business Cycle Analysis

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_4 ◽

2014 ◽

pp. 73-100 ◽

Cited By ~ 1

Author(s):

Peter Martey Addo ◽

Monica Billio ◽

Dominique Guégan

Keyword(s):

Nonlinear Dynamics ◽

Business Cycle ◽

Business Cycle Analysis

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Wavelet Analysis and the Forward Premium Anomaly

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_6 ◽

2014 ◽

pp. 131-142 ◽

Cited By ~ 1

Author(s):

Michaela M. Kiermeier

Keyword(s):

Wavelet Analysis ◽

Forward Premium Anomaly ◽

Forward Premium

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Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_5 ◽

2014 ◽

pp. 103-129

Author(s):

Mark J. Jensen ◽

Brandon Whitcher

Keyword(s):

The Impact

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Short and Long Term Growth Effects of Financial Crises

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance ◽

10.1007/978-3-319-07061-2_10 ◽

2014 ◽

pp. 227-248 ◽

Cited By ~ 2

Author(s):

Fredrik N. G. Andersson ◽

Peter Karpestam

Keyword(s):

Financial Crises ◽

Growth Effects ◽

Short And Long Term

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Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Measuring Risk Aversion Across Countries from the Consumption-CAPM: A Spectral Approach

The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand

Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US

Functional Representation, Approximation, Bases and Wavelets

Oil Shocks and the Euro as an Optimum Currency Area

Forecasting via Wavelet Denoising: The Random Signal Case

Nonlinear Dynamics and Wavelets for Business Cycle Analysis

Wavelet Analysis and the Forward Premium Anomaly

Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility

Short and Long Term Growth Effects of Financial Crises

Dynamic Modeling and Econometrics in Economics and Finance - Wavelet Applications in Economics and Finance
Latest Publications