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The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
14 references·16 citing·48 second hop
The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003)The Relationship Between Financial Variab…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Investment Plans and Stock Returns (2000)Investment Plans and Stock Re…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)The Decomposition of Economic…DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS (1998)DECOMPOSITION OF ECONOMIC REL…Factor Hoarding and the Propagation of Business Cycles Shocks (1994)Factor Hoarding and the Propa…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Corporate research and development expenditures and share value (1990)Corporate research and develo…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Non-Monetary Effects of the F…Understanding business cycles (1977)Understanding business cyclesThe Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model (2020)Gold-oil dependence dynamics …Green is clean: the role of ICT in resource management (2019)Green is clean: the role of I…Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country (2019)Geopolitical risk, economic p…Causal structure among US corn futures and regional cash prices in the time and frequency domain (2018)Causal structure among US cor…Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis (2017)Intraday price information fl…Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test (2014)Linear and non-linear Granger…The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013)The influence of the internat…Oil price and exchange rates: A wavelet based analysis for India (2013)Oil price and exchange rates:…Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach (2012)Modeling nonlinear Granger ca…Do stock prices contain predictive power for the future economic activity? 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References

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  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1977Understanding business cycles1,460 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
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  • 1990Corporate research and development expenditures and share value649 cited
  • 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income370 cited
  • 1998DECOMPOSITION OF ECONOMIC RELATIONSHIPS BY TIMESCALE USING WAVELETS347 cited
  • 1994Factor Hoarding and the Propagation of Business Cycles Shocks330 cited
  • 2000Investment Plans and Stock Returns309 cited

Cited by

  • 2012Modeling nonlinear Granger causality between the oil price and U.S. dollar: A wavelet based approach

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212 cited
  • 2007Wavelet analysis of stock returns and aggregate economic activity200 cited
  • 2013Oil price and exchange rates: A wavelet based analysis for India193 cited
  • 2019Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country172 cited
  • 2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model124 cited
  • 2019Green is clean: the role of ICT in resource management119 cited
  • 2017Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis115 cited
  • 2013The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework109 cited
  • 2005An Intuitive Guide to Wavelets for Economists106 cited
  • 2018Causal structure among US corn futures and regional cash prices in the time and frequency domain102 cited
  • 2012Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain88 cited
  • 2012De-noising option prices with the wavelet method86 cited
  • 2014Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test81 cited
  • 2005On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis80 cited
  • 2009Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets79 cited
  • 2007Integrating GA-based time-scale feature extractions with SVMs for stock index forecasting71 cited