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A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • 1989Scoring the Leading Indicators351 cited
  • 2011Business cycle synchronization and the Euro: A wavelet analysis350 cited

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  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
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