This document has not been cited yet.

1. Aguiar-Conraria, L. ; Joana Soares, M. ; Sousa, R. California’s carbon market and energy prices: a wavelet analysis. 2018 Philosophical Transactions of the Royal Society of London A (Mathematical and Physical Sciences). 376 -
   Paper not yet in RePEc: Add citation now
   

2. Aguiar-Conraria, L. ; Martins, M.M. ; Soares, M.J. Estimating the Taylor rule in the time-frequency domain. 2018 Journal of Macroeconomics. 57 122-137

3. Aguiar-Conraria, L. ; Soares, M.J. The continuous wavelet transform: moving beyond uni-and bivariate analysis. 2014 Journal of Economic Surveys. 28 344-375

4. Aikman, D. ; Haldane, A.G. ; Nelson, B.D. Curbing the credit cycle. 2014 The Economic Journal. 125 1072-1109
   Paper not yet in RePEc: Add citation now
   

5. Andreani, M. ; Giri, F. Not a short-run noise! The low-frequency volatility of energy inflation. 2023 Finance Research Letters. 51 -

6. Badarau, C. ; Popescu, A. Monetary policy and credit cycles: a DSGE analysis. 2014 Economic Modelling. 42 301-312

7. Bernanke, B.S. ; Gertler, M. ; Gilchrist, S. The financial accelerator in a quantitative business cycle framework. 1999 Handbook of Macroeconomics. 1 1341-1393

8. Bezemer, D.J. ; Zhang, L. From boom to bust in the credit cycle: The role of mortgage credit. 2014 University of Groningen, Faculty of Economics and Business:

9. Borio, C. The financial cycle and macroeconomics: What have we learnt?. 2014 Journal of Banking & Finance. 45 182-198

10. Chen, M.S. ; Svirydzenka, K. Financial cycles – early warning indicators of banking crises?. 2021 International Monetary Fund:
    Paper not yet in RePEc: Add citation now
    
11. Claessens, S. ; Kose, M.A. ; Terrones, M.E. How do business and financial cycles interact?. 2012 Journal of International Economics. 87 178-190
    Paper not yet in RePEc: Add citation now
    
12. Comunale, M. Financial cycle measures for 41 countries: A new database. 2015 Bank of Lithuania:
    Paper not yet in RePEc: Add citation now
    

13. Crowley, P.M. A guide to wavelets for economists. 2007 Journal of Economic Surveys. 21 207-267

14. Daubechies, I. Ten lectures on wavelets. 1992 En : CBMS-NSF regional conference series in applied mathematics. SIAM: Philadelphia, PA
    Paper not yet in RePEc: Add citation now
    
15. Drehmann, M. ; Borio, C. ; Tsatsaronis, K. Characterising the financial cycle: don’t lose sight of the medium term!. 2012 Bank for International Settlements:
    Paper not yet in RePEc: Add citation now
    
16. Grinsted, A. ; Moore, J.C. ; Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series. 2004 Nonlinear Processes in Geophysics. 11 561-566
    Paper not yet in RePEc: Add citation now
    

17. Hamilton, J.D. Why you should never use the Hodrick-Prescott filter. 2018 The Review of Economics and Statistics. 100 831-843

18. Igan, D. ; Kabundi, A. ; De Simone, F.N. ; Pinheiro, M. ; Tamirisa, N. Housing, credit, and real activity cycles: Characteristics and comovement. 2011 Journal of Housing Economics. 20 210-231

19. Jordà, Ò. ; Schularick, M. ; Taylor, A.M. Betting the house. 2015 Journal of International Economics. 96 S2-S18
    Paper not yet in RePEc: Add citation now
    
20. Kindleberger, C.P. ; Manias, P. Crashes: a history of financial crises. 1978 Basic Books: New York
    Paper not yet in RePEc: Add citation now
    
21. Kiyotaki, N. ; Moore, J. Credit cycles. 1997 Journal of Political Economy. 105 211-248
    Paper not yet in RePEc: Add citation now
    

22. Leamer, E.E. Housing really is the business cycle: what survives the lessons of 2008–09?. 2015 Journal of Money, Credit and Banking. 47 43-50

23. Lo Cascio, I. A wavelet analysis of the ripple effect in UK regional housing markets. 2021 International Review of Economics & Finance. 76 1093-1105

24. Mandler, M. ; Scharnagl, M. Financial cycles in euro area economies: A cross-country perspective using wavelet analysis. 2022 Oxford Bulletin of Economics and Statistics. 84 569-593

25. Mandler, M. ; Scharnagl, M. Money growth and consumer price inflation in the Euro area: A wavelet analysis. 2014 Deutsche Bundesbank:

26. Minsky, H.P. Stabilizing an unstable economy. 1986 Yale University Press:
    Paper not yet in RePEc: Add citation now
    

27. Ramsey, J.B. Wavelets in economics and finance: Past and future. 2002 Studies in Nonlinear Dynamics & Econometrics. 6 -

28. Reinhart, C.M. ; Rogoff, K.S. The aftermath of financial crises. 2009 American Economic Review. 99 466-472

29. Samarina, A. ; Zhang, L. ; Bezemer, D. Credit cycle coherence in the eurozone: Was there a euro effect?. 2017 Journal of International Money and Finance. 77 77-98

30. Schulte, J.A. ; Najjar, R.G. ; Li, M. The influence of climate modes on streamflow in the Mid-Atlantic region of the United States. 2016 Journal of Hydrology: Regional Studies. 5 80-99
    Paper not yet in RePEc: Add citation now
    

31. Stockhammer, E. ; Jump, R.C. ; Kohler, K. ; Cavallero, J. Short and medium term financial-real cycles: An empirical assessment. 2019 Journal of International Money and Finance. 94 81-96

1. Money Growth and Inflation—How to Account for the Differences in Empirical Results. (2025). Mandler, Martin ; Scharnagl, Michael.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:3:p:1009-1025.

   Full description at Econpapers || Download paper

2. On the time-frequency effects of macroeconomic policy on growth cycles in Brazil. (2025). Monteiro, Valdeir ; Alves, Douglas ; Matos, Paulo.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004537.

   Full description at Econpapers || Download paper

3. Analysis of the Relationship between Inflation, Exchange Rate and Household Expenditures in the Russian Economy Using Wavelet Analysis. (2025). Serkov, Leonid A.
   In: Journal of Applied Economic Research.
   RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:59-90.

   Full description at Econpapers || Download paper

4. On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic. (2024). da Silva, Cristiano ; Costa, Antonio ; Matos, Paulo.
   In: Global Business Review.
   RePEc:sae:globus:v:25:y:2024:i:6:p:1634-1654.

   Full description at Econpapers || Download paper

5. Mortgages, house prices, and business cycle dynamic: A medium-run exploration using the continuous wavelet transform. (2024). Giri, Federico ; Andreani, Michele.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003721.

   Full description at Econpapers || Download paper

6. Inflation effects of oil and gas prices in the UK: Symmetries and asymmetries. (2024). Mamman, Suleiman ; Karimu, Suale ; Abubakar, Attahir B.
   In: Utilities Policy.
   RePEc:eee:juipol:v:90:y:2024:i:c:s0957178724000961.

   Full description at Econpapers || Download paper

7. Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

   Full description at Econpapers || Download paper

8. Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493.

   Full description at Econpapers || Download paper

9. Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew.
   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z.

   Full description at Econpapers || Download paper

10. Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic. (2023). Mugaloglu, Erhan ; Tekin, Hasan ; Polat, Ali Yavuz ; Mualolu, Erhan ; Aysan, Ahmet Faruk.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00536-9.

    Full description at Econpapers || Download paper

11. Phillips curve and the exchange rate pass-through: a time–frequency approach. (2023). Ferreira, Roberto ; Alves, Weider Loureto.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02317-2.

    Full description at Econpapers || Download paper

12. State-level Taylor rule and monetary policy stress. (2023). Gajewski, Pawel ; Duran, Hasan Engin.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:18:y:2023:i:1:p:89-120.

    Full description at Econpapers || Download paper

13. Resilient Control for Macroeconomic Models. (2023). Hudgins, David ; Crowley, Patrick.
    In: Computational Economics.
    RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10246-6.

    Full description at Econpapers || Download paper

14. Not a short-run noise! The low-frequency volatility of energy inflation. (2023). Giri, Federico ; Andreani, Michele.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006535.

    Full description at Econpapers || Download paper

15. The Phillips curve at 65: Time for time and frequency. (2023). Martins, Manuel ; Soares, Maria Joana ; Aguiar-Conraria, Luis.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x.

    Full description at Econpapers || Download paper

16. Risk factors for involvement in care proceedings for mothers receiving treatment for substance use: A cohort study using linked and administrative data in South London. (2023). Norton, Sam ; Canfield, Martha ; Wijlaars, Linda Pmm ; Downs, Johnny ; Gilchrist, Gail.
    In: Children and Youth Services Review.
    RePEc:eee:cysrev:v:155:y:2023:i:c:s0190740923003766.

    Full description at Econpapers || Download paper

17. The Brazilian financial market reaction to COVID-19: A wavelet analysis. (2022). Matos, Paulo ; da Silva, Cristiano ; Costa, Antonio.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:13-29.

    Full description at Econpapers || Download paper

18. Connectedness between nonrenewable and renewable energy consumption, economic growth and CO2 emission in Vietnam: New evidence from a wavelet analysis. (2022). Ha, Thanh.
    In: Renewable Energy.
    RePEc:eee:renene:v:195:y:2022:i:c:p:442-454.

    Full description at Econpapers || Download paper

19. The medium-run Phillips curve: A time–frequency investigation for the UK. (2022). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000465.

    Full description at Econpapers || Download paper

20. Energy security versus food security: An analysis of fuel ethanol- related markets using the spillover index and partial wavelet coherence approaches. (2022). Tanaka, Tetsuji ; Guo, Jin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002985.

    Full description at Econpapers || Download paper

21. The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico.
    In: Economics Letters.
    RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584.

    Full description at Econpapers || Download paper

22. The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis. (2021). Crowley, Patrick ; Hallett, Andrew Hughes.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00062-6.

    Full description at Econpapers || Download paper

23. Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model. (2021). Hudgins, David ; Crowley, Patrick.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01980-7.

    Full description at Econpapers || Download paper

24. Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio. (2021). de Melo, Paulo ; Junior, Marcos Albuquerque ; Filipe, Jose Antonio ; da Costa, Cristiano.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:5:p:504-:d:508184.

    Full description at Econpapers || Download paper

25. COVID-19, stock market and sectoral contagion in US: a time-frequency analysis. (2021). Matos, Paulo ; da Silva, Cristiano ; Costa, Antonio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000210.

    Full description at Econpapers || Download paper

26. Credit, default, financial system and development. (2021). Matos, Paulo ; Reinaldo, Luciana ; Santos, Davi Dos ; da Silva, Cristiano.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:281-289.

    Full description at Econpapers || Download paper

27. Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

    Full description at Econpapers || Download paper

28. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

    Full description at Econpapers || Download paper

29. Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Konopczak, Karolina ; Oykowski, Aleksander.
    In: Ekonomista.
    RePEc:aoq:ekonom:v:1:y:2021:p:25-55.

    Full description at Econpapers || Download paper

30. How effective is the Taylor rule? Some insights from the time-frequency domain. (2020). Hudgins, David ; Crowley, Patrick.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:12020.

    Full description at Econpapers || Download paper

31. Growth cycle synchronization of the Visegrad Four and the European Union. (2020). Vacha, Lukas ; Hanus, Luboš.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x.

    Full description at Econpapers || Download paper

32. Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO 2 Emissions Trading Prices in China. (2020). Wu, Yi-Fan ; Li, Xin ; Jiang, Chun.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:7:p:2823-:d:340537.

    Full description at Econpapers || Download paper

33. Estimating the income inequality-health relationship for the United States between 1941 and 2015: Will the relevant frequencies please stand up?. (2020). Klarl, Torben ; Antony, Jürgen.
    In: The Journal of the Economics of Ageing.
    RePEc:eee:joecag:v:17:y:2020:i:c:s2212828x20300402.

    Full description at Econpapers || Download paper

34. Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

    Full description at Econpapers || Download paper

35. Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395.

    Full description at Econpapers || Download paper

36. Okun’s Law across time and frequencies. (2020). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300658.

    Full description at Econpapers || Download paper

37. Estimating the income inequality-health relationship for the United States between 1941 and 2015: Will the relevant frequencies please stand up?. (2020). Klarl, Torben ; Antony, Jürgen.
    In: Bremen Papers on Economics & Innovation.
    RePEc:atv:wpaper:2012.

    Full description at Econpapers || Download paper

38. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2019_012.

    Full description at Econpapers || Download paper

39. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1902.

    Full description at Econpapers || Download paper

40. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:04/2019.

    Full description at Econpapers || Download paper

41. Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294.

    Full description at Econpapers || Download paper

42. The Phillips Curve at 60: time for time and frequency. (2019). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2019_012.

    Full description at Econpapers || Download paper

43. What causes business cycles to elongate, or recessions to intensify?. (2018). Crowley, Patrick ; Hallett, Andrew Hughes.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:57:y:2018:i:c:p:338-349.

    Full description at Econpapers || Download paper

Report date: 2025-09-26 23:18:25 || Missing content? Let us know