Macro-financial dynamics: theories, empirical methods, and time scales
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Publication:6609970
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Cites work
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A NONLINEAR MODEL OF THE BUSINESS CYCLE WITH MONEY AND FINANCE (*)
- A reconsideration of the formal Minskyan analysis: microfoundations, endogenous money and the public sector
- Aggregation over Time in Distributed Lag Models
- An introduction to wavelet theory in finance. A wavelet multiscale approach.
- Asset Prices, Booms and Recessions
- Asset price and wealth dynamics under heterogeneous expectations
- Common risk factors in the returns on stocks and bonds
- Dissecting the financial cycle with dynamic factor models
- Herding behaviour and volatility clustering in financial markets
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- MIDAS Regressions: Further Results and New Directions
- Measuring The Reaction of Monetary Policy to the Stock Market
- Measuring financial cycles in a model-based analysis: empirical evidence for the United States and the Euro area
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- Regression models with mixed sampling frequencies
- The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
- The Fiscal Cost of Financial Instability
- The General Theory of Employment, Interest, and Money
- The emergence of co-existing debt cycle regimes in an economic growth model
- The financial instability hypothesis: a stochastic microfoundation framework
- Time‐scale transformations of discrete time processes
- Wavelet applications in economics and finance
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