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A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach
13 references·0 citing·47 second hop
A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach (2008)A Measure of Variability in Comovement fo…Have the Eurozone economies converged on a common European cycle? (2008)Have the Eurozone economies c…Measuring the Degree of Convergence among European Business Cycles (2006)Measuring the Degree of Conve…Monetary Policy and Economic Activity in Canada in the 1990s (2005)Monetary Policy and Economic …Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure (2004)Spectral Analysis as a Tool f…Structural breaks in the U.S. inflation process: a further investigation (2003)Structural breaks in the U.S.…The business cycle in the G-7 economies (2002)The business cycle in the G-7…Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate (2002)Tests for covariance stationa…A Measure of Comovement for Economic Variables: Theory and Empirics (2001)A Measure of Comovement for E…Major Recessions: Britain and the World, 1920-1995 (1998)Major Recessions: Britain and…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Alternative models for conditional stock volatility (1990)Alternative models for condit…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Testing and estimating change-points in time series (1985)Testing and estimating change…Testing for covariance stationarity in stock market data (1990)Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Convergence Across States and Regions (1991)A Contribution to the Empirics of Economic Growth (1992)Convergence (1992)Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study (2010)Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach (2018)IMPACT OF TRADE OPENNESS ON ENVIRONMENT IN CHINA (2020)Survey of current business (1921)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Real Business Cycles (1992)Understanding Changes in International Business Cycle Dynamics (2003)Are European business cycles close enough to be just one? (2006)Financial Cycles: What? How? When? (2011)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Convergence of the Economic Sentiment Cycles in the Eurozone: A Time‐Frequency Analysis (2012)Business cycle convergence in EMU: A first look at the second moment (2013)Inference About the Change-Point in a Sequence of Random Variables (1970)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (2002)Structural breaks in time series (2012)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Econometric policy evaluation: A critique (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)An Intuitive Guide to Wavelets for Economists (2005)Sectoral Shifts and Cyclical Unemployment (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)Expected returns and expected dividend growth (2005)WILL BUSINESS CYCLES IN THE EURO AREA CONVERGE? A CRITICAL SURVEY OF EMPIRICAL RESEARCH (2007)Measuring comovement in the time–frequency space (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Dealing with Structural Breaks (2005)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)Volatility in an era of reduced uncertainty: Lessons from Pax Britannica (2005)THE RELATIONSHIP BETWEEN CAPITAL STOCK, UNEMPLOYMENT AND WAGES IN NINE EMU COUNTRIES (2007)Co‐movements between US and UK stock prices: the role of time‐varying conditional correlations (2009)
this work references cited by second hop

References

  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 2001A Measure of Comovement for Economic Variables: Theory and Empirics350 cited
  • 1985Testing and estimating change-points in time series338 cited
  • 1997Business Cycles for G7 and European Countries270 cited
  • 1998Major Recessions: Britain and the World, 1920-1995121 cited
  • 2008Have the Eurozone economies converged on a common European cycle?39 cited
  • 2004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure39 cited
  • 2002Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate30 cited
  • 2006Measuring the Degree of Convergence among European Business Cycles25 cited
  • 2005Monetary Policy and Economic Activity in Canada in the 1990s24 cited
  • 2002The business cycle in the G-7 economies20 cited
  • 2003Structural breaks in the U.S. inflation process: a further investigation18 cited

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