APRON 发表于 2025-3-26 22:57:09

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Glucocorticoids 发表于 2025-3-27 01:50:01

Cycles and Long-Range Behaviour in the European Stock Marketst supportive of the existence of cyclical stochastic structures in the European financial markets. The only clear evidence of a stochastic cycle is obtained in the case of France under the assumption of white noise disturbances; in all other cases, there is no evidence of cycles.

尾随 发表于 2025-3-27 07:54:47

Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Seralysis, new tools are now used based on copula spectrum, quantile spectrum and Laplace periodogram in both non-parametric and parametric contexts. The chapter presents a comprehensive overview of both theoretical and empirical issues as well as a computational approach to explain how the methods can be implemented using the R Package.

phytochemicals 发表于 2025-3-27 12:40:53

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chisel 发表于 2025-3-27 17:25:23

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极深 发表于 2025-3-27 19:48:57

Gilles Dufrénot,Takashi MatsukiApplies econometric methods to a wide range of issues in macroeconomics and financial economics.Offers new tools for studying non-linear and non-stationary behaviors.Explores topics such as non-linear

不可侵犯 发表于 2025-3-28 01:23:06

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mechanism 发表于 2025-3-28 05:01:05

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Fortuitous 发表于 2025-3-28 06:57:12

A State-Space Model to Estimate Potential Growth in the Industrialized Countries potential growth and the natural interest rates. The model is a reduced-form of a partial equilibrium model with a Phillips curve and an IS curve. In addition to the usual determinants of prices and business fluctuations, we consider financial variables as a determinant of the business cycle.

使痛苦 发表于 2025-3-28 14:14:40

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查看完整版本: Titlebook: Recent Econometric Techniques for Macroeconomic and Financial Data; Gilles Dufrénot,Takashi Matsuki Book 2021 Springer Nature Switzerland