Amanote Research

Amanote Research

    RegisterSign In

Time–frequency Characterization of the U.S. Financial Cycle

Economics Letters - Netherlands
doi 10.1016/j.econlet.2016.04.024
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsFinanceEconometrics
Date

July 1, 2016

Authors
Fabio Verona
Publisher

Elsevier BV


Related search

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

1998English

Sentiment and the U.S. Business Cycle

Journal of Economic Dynamics and Control
ControlApplied MathematicsOptimizationEconometricsEconomics
2017English

Time-Frequency Relationship Between Inflation and Inflation Uncertainty for the U.S.: Evidence From Historical Data

SSRN Electronic Journal
2015English

Business Cycle and Financial Cycle Spillovers in the G7 Countries

Quarterly Review of Economics and Finance
EconomicsEconometricsFinance
2015English

Forecasting Dynamically Asymmetric Fluctuations of the U.S. Business Cycle

International Journal of Forecasting
International ManagementBusiness
2018English

Multiple-Clock-Cycle Architecture for the VLSI Design of a System for Time-Frequency Analysis

Eurasip Journal on Advances in Signal Processing
HardwareElectronic EngineeringSignal ProcessingElectricalArchitecture
2006English

High-Frequency Financial Econometrics

Risks
ManagementFinanceEconomicsStrategyAccountingEconometrics
2016English

The Role of Automatic Stabilizers in the U.S. Business Cycle

2013English

The Credit Cycle and the Business Cycle in Canada and the U.S.: Two Solitudes?

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy