Time-frequency forecast of the equity premium-Reference-Cited by-同舟云学术

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Time-frequency forecast of the equity premium

Published:2020-10-23 Issue:12 Volume:21 Page:2119-2135
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Faria Gonçalo¹²^ORCID,Verona Fabio³⁴^ORCID

Affiliation:

1. Universidade Católica Portuguesa, Católica Porto Business School and CEGE, Porto, Portugal

2. University of Vigo ‐ RGEA, Pontevedra, Spain

3. Bank of Finland ‐ Monetary Policy and Research Department, Helsinki, Finland

4. University of Porto ‐ CEF.UP, Porto, Portugal

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1820071

Reference57 articles.

1. Estimating the Taylor rule in the time-frequency domain

2. THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS

3. The scale of predictability

4. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

5. Interest Rates under Falling Stars

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter*;Oxford Bulletin of Economics and Statistics;2024-05-23

2. Forecasting realized volatility with wavelet decomposition;Journal of Empirical Finance;2023-12

3. Inflation dynamics in the frequency domain;Economics Letters;2023-10

4. Investment dynamics and forecast: Mind the frequency;Finance Research Letters;2022-10

5. The medium-run Phillips curve: A time–frequency investigation for the UK;Journal of Macroeconomics;2022-09

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