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Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
In: NIPE Working Papers.
RePEc:nip:nipewp:04/2018.

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  41. Most Recent Working Paper NIPE WP 04/2018 Luís Aguiar-Conraria, Manuel M. F. Martins e Maria Joana Soares, “Estimating the Taylor Rule in the Time-Frequency Domain”, 2018 NIPE WP 03/2018 Sousa, Rita, Elsa Agante, João Cerejeira e Miguel Portela, “EEE fees and the WEEE system – A model of efficiency and income in European countries”, 2018 NIPE WP 02/2018 Sochirca, Elena e Francisco José Veiga, “Key determinants of elite rivalry: theoretical insights and empirical evidence”, 2018 NIPE WP 01/2018 Siciliani, Luigi e Odd Rune Straume, “Competition and Equity in Health Care Market”, 2018 NIPE WP 13/2017 Aguiar-Conraria, Luís, Maria Joana Soares e Rita Sousa, “Californias Carbon Market and Energy Prices: A Wavelet Analysis”, 2017 NIPE WP 12/2017 Mustapha Olalekan Ojo, Luís Aguiar-Conraria e Maria Joana Soares, A time-frequency analysis of the Canadian macroeconomy and the yield curve, 2017.

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    RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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  13. Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Cai, Xiaojing ; Tian, Shuairu ; Yuan, Nannan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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  14. Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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  15. On the cyclicity of regional house prices: New evidence for U.S. metropolitan statistical areas. (2017). Klarl, Torben ; Flor, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:134-156.

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  16. Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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  17. Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Faria, Gonalo.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_001.

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  18. On the Sources of the Feldstein-Horioka Puzzle across Time and Frequencies. (2016). Ko, Jun-Hyung ; Funashima, Yoshito.
    In: MPRA Paper.
    RePEc:pra:mprapa:75297.

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  19. When does the yield curve contain predictive power? Evidence from a data-rich environment. (2016). Hännikäinen, Jari ; Hannikainen, Jari.
    In: MPRA Paper.
    RePEc:pra:mprapa:70489.

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  20. Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio.
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1605.

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  21. Estimating the Taylor Rule in the Time-Frequency Domain. (2016). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1404.

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  22. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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  23. Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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  24. Time–frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:75-79.

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  25. The Fed-induced political business cycle: Empirical evidence from a time–frequency view. (2016). Funashima, Yoshito.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:402-411.

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  26. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Dewandaru, Ginanjar ; Mansur, A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:981-996.

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  27. The macroeconomic determinants of the US term structure during the Great Moderation. (2016). Paccagnini, Alessia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:216-225.

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  28. Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:cap:wpaper:062016.

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  29. Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:cap:wpaper:052016.

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  30. Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip.
    In: Papers.
    RePEc:arx:papers:1506.03347.

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  31. Time-scale analysis of sovereign bonds market co-movement in the EU. (2015). Vacha, Lukas ; Smolik, Filip.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:44.

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  32. Wagners law versus displacement effect. (2015). Funashima, Yoshito.
    In: MPRA Paper.
    RePEc:pra:mprapa:68390.

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  33. The Fed-Induced Political Business Cycle. (2015). Funashima, Yoshito.
    In: MPRA Paper.
    RePEc:pra:mprapa:63654.

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  34. Money growth and inflation in China: New evidence from a wavelet analysis. (2015). Chang, Tsangyao ; Li, Xiao-Lin ; Jiang, Chun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:249-261.

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  35. Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets. (2015). Masih, Abul ; Masih, A. Mansur M., ; Dewandaru, Ginanjar.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:419:y:2015:i:c:p:241-259.

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  36. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2015). Marczak, Martyna ; Gomez, Victor.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:40-52.

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  37. Automatic stabilizers in the Japanese tax system. (2015). Funashima, Yoshito.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:39:y:2015:i:c:p:86-93.

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  38. Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis. (2015). Chang, Chun-Ping ; Berdiev, Aziz N..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:37:y:2015:i:c:p:20-33.

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  39. On the Cyclicity of Regional House Prices: New Evidence for U.S. Metropolitan Statistical Areas. (2015). Klarl, Torben ; Flor, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5471.

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  40. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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  41. The Sovereign Yield Curve and the Macroeconomy in China. (2015). Yan, Yifeng.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:20:y:2015:i:3:p:415-441.

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  42. Macroeconomic policy coordination between Japanese central and local governments. (2014). Funashima, Yoshito.
    In: MPRA Paper.
    RePEc:pra:mprapa:59821.

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  43. Analyzing the Taylor Rule with Wavelet Lenses. (2014). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: NIPE Working Papers.
    RePEc:nip:nipewp:18/2014.

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  44. Carbon Financial Markets: a time-frequency analysis of CO2 price drivers. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:03/2014.

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  45. Carbon financial markets: A time–frequency analysis of CO2 prices. (2014). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:118-127.

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  46. Interest rate spreads and output: A time scale decomposition analysis using wavelets. (2014). Semmler, Willi ; Gallegati, Marco ; Ramsey, James B..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:283-290.

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  47. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

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  48. The nationalization of electoral cycles in the United States: a wavelet analysis. (2013). Aguiar-Conraria, Luís ; Magalhes, Pedro ; Soares, Maria.
    In: Public Choice.
    RePEc:kap:pubcho:v:156:y:2013:i:3:p:387-408.

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  49. Time-Frequency Dynamics of Biofuels-Fuels-Food System. (2013). Vacha, Lukas ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav ; Zilbermand, David .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-27.

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  50. Time–frequency dynamics of biofuel–fuel–food system. (2013). Zilberman, David ; Vacha, Lukas ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:233-241.

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