Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone [PDF]
This article analyses the frequency components of European business cycles using real GDP by employing multiresolution decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT).
Jim Lee, Patrick Crowley
core
Dynamic Correlation Analysis Method of Air Pollutants in Spatio-Temporal Analysis. [PDF]
Bai YT, Jin XB, Wang XY, Wang XK, Xu JP.
europepmc +1 more source
Forecasting Equicorrelation [PDF]
We study the out-of-sample forecasting performance of several time-series models of equicorrelation, which is the average pairwise correlation between a number of assets.
Adam E Clements +2 more
core
Cointegration and conditional correlations among German and Eastern Europe equity markets [PDF]
This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these ...
Guidi, Francesco, Gupta, Rakesh
core +1 more source
Local Enhancement of Dynamic Correlation in Excited States: Fresh Perspective on Ionicity and Development of Correlation Density Functional Approximation Based on the On-Top Pair Density. [PDF]
Hapka M, Pernal K, Gritsenko OV.
europepmc +1 more source
Adaptive model for rate of penetration prediction based on the dynamic correlation of influencing factors. [PDF]
Deng Y, Zhou X, Feng Z, Li X, Li H.
europepmc +1 more source
A hypergraph-based method for large-scale dynamic correlation study at the transcriptomic scale. [PDF]
Kong Y, Yu T.
europepmc +1 more source
Dynamic Correlation Between Bacterial Communities and Volatile Compounds During Douchiba Fermentation. [PDF]
Yang Y +6 more
europepmc +1 more source
Dynamic correlation between chest temperature entropy and physiological load indicators, and excess post-exercise oxygen consumption during incremental cycling exercise. [PDF]
Cui S, Du N, Liu Z, Hu C.
europepmc +1 more source
Dynamic correlation analysis of sectoral electricity consumption and urban carbon concentration using machine learning models. [PDF]
Teng Y +6 more
europepmc +1 more source

