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Wavelet spectrum analysis of business cycles of China and G7 countries
16 references·1 citing·41 second hop
Wavelet spectrum analysis of business cycles of China and G7 countries (2014)Wavelet spectrum analysis of business cyc…Emerging Asia: Decoupling or Recoupling (2011)Emerging Asia: Decoupling or …Business cycle synchronization and the Euro: A wavelet analysis (2011)Business cycle synchronizatio…Measuring comovement in the time–frequency space (2010)Measuring comovement in the t…Measuring business cycles: A wavelet analysis of economic time series (2008)Measuring business cycles: A …GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)GLOBAL BUSINESS CYCLES: CONVE…Business cycle synchronisation in East Asia (2008)Business cycle synchronisatio…A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)A GUIDE TO WAVELETS FOR ECONO…Trade integration and business cycle co-movements: the case of Korea with other Asian countries (2003)Trade integration and busines…Is There a European Business Cycle? (2003)Is There a European Business …An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…A Measure of Comovement for Economic Variables: Theory and Empirics (2001)A Measure of Comovement for E…The Endogenity of the Optimum Currency Area Criteria (1998)The Endogenity of the Optimum…International Business Cycles and the ERM: Is There a European Business Cycle? (1997)International Business Cycles…The Endogeneity of the Optimum Currency Area Criteria (1996)The Endogeneity of the Optimu…Lessons of Massachusetts for EMU (1993)Lessons of Massachusetts for …COMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Understanding the credit cycle and business cycle dynamics in India (2021)Understanding the credit cycl…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Testing For Common Features (1990)The econometrics of financial markets (1996)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate financial distress : a complete guide to predicting, avoiding, and dealing with bankruptcy (1983)'New' Views on the Optimum Currency Area Theory: What is Emu Telling Us? (2003)Trade and business cycle synchronization in OECD countries—A re-examination (2007)WILL BUSINESS CYCLES IN THE EURO AREA CONVERGE? A CRITICAL SURVEY OF EMPIRICAL RESEARCH (2007)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Trade, Finance, Specialization, and Synchronization (2004)Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)A Theory of Optimum Currency Areas (1961)Econometric policy evaluation: A critique (1976)Optimum Currency Areas (1991)Is EMU more justifiable ex post than ex ante? (1997)No Single Currency Regime is Right for All Countries or At All Times (1999)Optimal Currency Areas (2002)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Oil and the macroeconomy: using wavelets to analyze old issues (2010)Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach (2012)Sectoral Shifts and Cyclical Unemployment (1982)COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)Expected returns and expected dividend growth (2005)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Determining the Number of Factors in Approximate Factor Models (2002)Financial Regulation, Financial Globalization, and the Synchronization of Economic Activity (2013)US Monetary Policy and the Global Financial Cycle (2015)Oil price shocks, global financial markets and their connectedness (2020)International comovement of stock market returns: A wavelet analysis (2009)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)The Institutional Dynamics of International Political Orders (1998)What Makes the World Hang Together? Neo-utilitarianism and the Social Constructivist Challenge (1998)The determinants of cross-border equity flows (2004)
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References

  • 1998The Endogenity of the Optimum Currency Area Criteria2,542 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 1993Lessons of Massachusetts for EMU930 cited
  • 1996The Endogeneity of the Optimum Currency Area Criteria829 cited
  • 2008GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*587 cited
  • 1997International Business Cycles and the ERM: Is There a European Business Cycle?511 cited
  • 1993COMMON TRENDS AND COMMON CYCLES461 cited
  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • 2001A Measure of Comovement for Economic Variables: Theory and Empirics350 cited
  • 2011Business cycle synchronization and the Euro: A wavelet analysis350 cited
  • 2010Measuring comovement in the time–frequency space254 cited
  • 2003Is There a European Business Cycle?149 cited
  • 2008Measuring business cycles: A wavelet analysis of economic time series133 cited
  • 2011Emerging Asia: Decoupling or Recoupling133 cited
  • 2008Business cycle synchronisation in East Asia113 cited
  • 2003Trade integration and business cycle co-movements: the case of Korea with other Asian countries

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  • 2021Understanding the credit cycle and business cycle dynamics in India14 cited