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Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area
16 references·9 citing·41 second hop
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area (2015)Business cycle (de)synchronization in the…Business cycle synchronization and the Euro: A wavelet analysis (2011)Business cycle synchronizatio…Testing for short- and long-run causality: A frequency-domain approach (2005)Testing for short- and long-r…Determinants of business cycle comovement: a robust analysis (2005)Determinants of business cycl…Trade, Finance, Specialization, and Synchronization (2004)Trade, Finance, Specializatio…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Borders and business cycles (2001)Borders and business cyclesThe Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)One Money, One Market: Estima…The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998)The Decomposition of Economic…International Business Cycles and the ERM: Is There a European Business Cycle? 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The time-series evidence (2002)Cultural Biases in Economic Exchange? * (2009)Exchange rate volatility and productivity growth: The role of financial development (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Do renewable energy consumption and financial development matter for environmental sustainability? New global evidence (2020)Analyze the environmental sustainability factors of China: The role of fossil fuel energy and renewable energy (2022)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Consciousness and Complexity (1998)Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Geography and Trade (1991)Law and Finance (1998)Understanding the Evolution of World Business Cycles (2005)Global supply chains in the pandemic (2021)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? 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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,056 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 2005Testing for short- and long-run causality: A frequency-domain approach945 cited
  • 1999One Money, One Market: Estimating the Effect of Common Currencies on Trade908 cited
  • 1993Testing for a Unit Root872 cited
  • 2004Trade, Finance, Specialization, and Synchronization764 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
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  • 1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income370 cited
  • 2011Business cycle synchronization and the Euro: A wavelet analysis

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350 cited
  • 1991The decomposition and measurement of the interdependency between second-order stationary processes348 cited
  • Cited by

    • 2017Is gold a hedge against inflation? A wavelet time-scale perspective76 cited
    • 2015On the time scale behavior of equity-commodity links: Implications for portfolio management66 cited
    • 2017The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis57 cited
    • 2019Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis53 cited
    • 2021Spillovers to sectoral equity returns: do liquidity and financial positions matter?25 cited
    • 2019Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro22 cited
    • 2022Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality21 cited
    • 2018Are business and credit cycles synchronised internally or externally?19 cited
    • 2016Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh11 cited