Results 111 to 120 of about 2,383,288 (179)

Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone [PDF]

open access: yes
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]

open access: yesInt J Environ Res Public Health, 2020
Bai YT, Jin XB, Wang XY, Wang XK, Xu JP.
europepmc   +1 more source

Forecasting Equicorrelation [PDF]

open access: yes
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]

open access: yes
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

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