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Measuring comovement in the time-frequency space. (2010). Rua, António.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:32:y:2010:i:2:p:685-691.

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  2. An extended wavelet approach of the money–output link in the United States. (2023). Sokic, Alexandre ; Mutascu, Mihai.
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  3. Air transportation under COVID-19 pandemic restrictions: A wavelet analysis. (2023). Sokic, Alexandre ; Mutascu, Mihai.
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  4. On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Miljkovic, Dragan ; Vatsa, Puneet.
    In: International Review of Financial Analysis.
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  6. Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression. (2022). Trbovi, Eljana ; Kovaevi, Jelena ; Mani, Slavica ; Ivkov, Dejan.
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  7. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey. (2022). Tiwari, Aviral Kumar ; Gok, Remzi.
    In: Istanbul Business Research.
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  8. Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach. (2022). Grima, Simon ; DEMIRELI, Erhan ; Ayhan, Afife Duygu ; Torun, Erdost.
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  9. Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael.
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  10. The Italian fiscal sustainability in a long-run perspective. (2022). Mutascu, Mihai Ioan ; Magazzino, Cosimo.
    In: The Journal of Economic Asymmetries.
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  17. Fuel price co-movements among France, Germany and Italy: A time-frequency investigation. (2021). Albulescu, Claudiu ; Mutascu, Mihai Ioan .
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  18. Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro.
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  19. Growth cycle synchronization of the Visegrad Four and the European Union. (2020). Vacha, Lukas ; Hanus, Luboš.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x.

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  20. Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon.
    In: Post-Print.
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  21. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif.
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  22. Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
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  23. A review of resource curse burden on inflation in Venezuela. (2020). khan, khalid ; Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei.
    In: Energy.
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  24. Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva.
    In: Journal of Empirical Finance.
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  25. How the ins and outs shape differently the U.S. unemployment over time and across frequencies. (2020). Portugal, Pedro ; Rua, Antonio.
    In: European Economic Review.
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  26. Financial cycles across G7 economies: A view from wavelet analysis. (2019). Mandler, Martin ; Scharnagl, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:222019.

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  27. Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis. (2019). Mandler, Martin ; Martin, Mandler ; Michael, Scharnagl.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:5-6:p:895-916:n:8.

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  28. Real and Financial Cycles in Euro Area Economies: Results from Wavelet Analysis. (2019). Mandler, Martin ; Michael, Scharnagl.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:5-6:p:895-916:n:2.

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  29. Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. (2019). Lo, Andrew W ; Chaudhuri, Shomesh E.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4440-4450.

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  30. Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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  31. Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana.
    In: International Review of Economics & Finance.
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  32. Phillips curve in US: New insights in time and frequency. (2019). Mutascu, Mihai.
    In: Research in Economics.
    RePEc:eee:reecon:v:73:y:2019:i:1:p:85-96.

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  33. Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon .
    In: Resources Policy.
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  34. Understanding real estate price dynamics: The case of housing prices in five major cities of China✰. (2019). Yavas, Abdullah ; Yang, Zan ; Fan, Ying.
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  35. The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi.
    In: Finance Research Letters.
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  36. Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei.
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  37. Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad.
    In: Energy Economics.
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  38. Electricity price forecasting using multiple wavelet coherence method: Comparison of ARMA versus VARMA. (2018). Gulerce, Mustafa ; Unal, Gazanfer.
    In: International Journal of Financial Engineering (IJFE).
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  39. The Comovment between Money and Economic Growth in 15 Asia-Pacific Countries: Wavelet Coherency Analysis in Time-Frequency Domain. (2018). Tsai, Su-Ling ; Chang, Tsangyao.
    In: Journal for Economic Forecasting.
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  40. Historical Decoupling in the EU: Evidence from Time-Frequency Analysis. (2018). Kucerova, Zuzana ; Kapounek, Svatopluk.
    In: MENDELU Working Papers in Business and Economics.
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  41. Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
    In: Review of Quantitative Finance and Accounting.
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  42. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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  43. Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach. (2018). Deng, Kaihua.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-016-9596-x.

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  44. Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung.
    In: International Review of Economics & Finance.
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  45. Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba.
    In: Journal of Policy Modeling.
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  46. Comovements of gold futures markets and the spot market: A wavelet analysis. (2018). Tiwari, Aviral ; Roubaud, David ; Jena, Sangram Keshari.
    In: Finance Research Letters.
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  47. A time-frequency analysis of trade openness and CO2 emissions in France. (2018). Mutascu, Mihai Ioan.
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  48. Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama.
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  49. Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo.
    In: Journal of Empirical Finance.
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  50. Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol.
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  51. The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo.
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  52. FORECASTING OF OIL AND AGRICULTURAL COMMODITY PRICES: VARMA VERSUS ARMA. (2017). Gulerce, Mustafa ; Unal, Gazanfer.
    In: Annals of Financial Economics (AFE).
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  53. Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M.
    In: Cogent Economics & Finance.
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  54. Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo.
    In: CEF.UP Working Papers.
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  55. Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
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  56. A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António.
    In: International Journal of Forecasting.
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  57. Business cycle synchronization across U.S. states. (2017). Brinca, Pedro ; Aguiar-Conraria, Luís ; Joana, Soares Maria ; Viar, Gujonsson Haukur ; Pedro, Brinca ; Luis, Aguiar-Conraria .
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  58. Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_001.

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  60. The solar and lunar divide and the impact on Taiwan’s stock returns. (2016). Yang, Der-Yuan ; McMillan, David ; Lee, Chen-Hsun.
    In: Cogent Economics & Finance.
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  61. Does higher government debt link to higher social expenditure? New method, new evidence. (2016). Lee, Chien-Chiang ; Chang, Chun-Ping ; Ning, Shao-Lin ; Feng, Genfu.
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  62. Co-Movement of Healthcare Financing in OECD Countries: Evidence from Discrete Wavelet Analyses. (2016). Chen, Wen-Yi ; Lin, Yu-Hui .
    In: Journal for Economic Forecasting.
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  63. Why Has the Cyclicality of Productivity Changed? What Does It Mean?. (2016). Fernald, John ; Wang, J.
    In: 2016 Meeting Papers.
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  64. A wavelet-based multivariate multiscale approach for forecasting. (2016). Rua, Antonio.
    In: Working Papers.
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  65. On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies. (2016). Ko, Jun-Hyung ; Funashima, Yoshito.
    In: MPRA Paper.
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  66. Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis. (2016). Habimana, Olivier.
    In: MPRA Paper.
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  67. Why has the cyclicality of productivity changed? What does it mean?. (2016). Wang, J. Christina ; Fernald, John.
    In: Working Paper Series.
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  68. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno .
    In: Research in International Business and Finance.
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  69. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen .
    In: International Review of Economics & Finance.
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  70. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
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  71. Governmentally amplified output volatility. (2016). Funashima, Yoshito.
    In: Physica A: Statistical Mechanics and its Applications.
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  72. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied.
    In: Finance Research Letters.
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  73. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
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  74. Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma.
    In: Economic Modelling.
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  75. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu.
    In: Applied Energy.
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  76. Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo.
    In: Working Papers de Economia (Economics Working Papers).
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  77. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
    In: Working Papers de Economia (Economics Working Papers).
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  78. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2016_029.

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  79. Business cycle synchronization within the European Union: A wavelet cohesion approach. (2016). Vacha, Lukas ; Hanus, Lubos.
    In: Papers.
    RePEc:arx:papers:1506.03106.

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  80. Business cycle synchronization of the Visegrad Four and the European Union. (2015). Vacha, Lukas ; Hanus, Lubos.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:42.

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  81. Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application. (2015). Poměnková, Jitka ; Pomnkova, Jitka ; Maralek, Roman .
    In: Prague Economic Papers.
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  82. Empirical Evidence of Ideal Filter Approximation: Peripheral and Selected EU Countries Application. (2015). Pomnkova, Jitka ; Maralek, Roman .
    In: Prague Economic Papers.
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  83. Optimal currency area and business cycle synchronization across U.S. states.. (2015). Gudjonsson, Haukur ; Brinca, Pedro ; Aguiar-Conraria, Luís.
    In: MPRA Paper.
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  84. Optimum Currency Area and Business Cycle Synchronization Across U.S. States. (2015). Gudjonsson, Haukur ; Brinca, Pedro ; Aguiar-Conraria, Luís ; Gujonsson, Haukur Viar ; Soares, Maria Joana.
    In: NIPE Working Papers.
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  85. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel.
    In: Computational Economics.
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  86. Why has the cyclicality of productivity changed?: what does it mean?. (2015). Wang, J. Christina ; Fernald, John.
    In: Current Policy Perspectives.
    RePEc:fip:fedbcq:2015_006.

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  45. Stock Markets and Business Cycle Comovement in Germany Before World War I: Evidence from Spectral Analysis. (2005). Uebele, Martin ; Ritschl, Albrecht.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5370.

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  46. R&D expenditure in G7 countries and implications for endogenous fluctuations and growth. (2003). Woitek, Ulrich ; Wälde, Klaus ; Walde, Klaus.
    In: Dresden Discussion Paper Series in Economics.
    RePEc:zbw:tuddps:0303.

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  47. Height cycles in the 18th and 19th centuries. (2003). Woitek, Ulrich.
    In: Economics & Human Biology.
    RePEc:eee:ehbiol:v:1:y:2003:i:2:p:243-257.

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  48. Monetary Union, Trade Integration, and Business Cycles in 19th Century Europe: Just Do It. (2001). Flandreau, Marc ; Maurel, Mathilde.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/607.

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  49. Real Wages and the Cycle: The View from the Frequency Domain. (2001). Woitek, Ulrich ; Malley, Jim ; Hart, Robert.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp325.

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  50. Monetary Union, Trade Integration, and Business Cycles in 19th Century Europe: Just Do It. (2001). Maurel, Mathilde ; Flandreau, Marc.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3087.

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