Open Access
Issue
ITM Web Conf.
Volume 16, 2018
AMCSE 2017 - International Conference on Applied Mathematics, Computational Science and Systems Engineering
Article Number 01002
Number of page(s) 5
Section Communications-Systems-Signal Processing
DOI https://doi.org/10.1051/itmconf/20181601002
Published online 09 January 2018
  1. I. Korhonen, A. Peresetsky, What influences stock market behavior in Russia and other emerging countries, Emergin Market Finance & Trade, 52 (2016) [Google Scholar]
  2. J. Janku, S. Kappel, Z. Kucerova. Monetary and Fiscal Policy Coordination in Slovakia: A Game Theory Approach, Ekonomický časopis 63 (2015) [Google Scholar]
  3. S. Kapounek, Z. Kučerová, J. Fidrmuc., Lending conditions in EU: The role of credit demand and supply, Economic Modelling (2017) [Google Scholar]
  4. G. Hassan, A. Cooray, M. Holmes, The effect of female and male health on economic growth: cross-country evidence within a production function Framework, Empirical Economics, 52 (2017) [Google Scholar]
  5. M. Feldkircher, I. Korhonen, The rise of China and james charles its implications for the global economy:evidence from a global vector autopregressive model. Pacific Economic Review, 19 (2014) [Google Scholar]
  6. E. Lukmanova, G. Tondl, Macroeconomic imbalances and business cycle synchronization. Why common economic governance is imperative for the Eurozone. Economic Modelling 62 (2017 [Google Scholar]
  7. F. Lu, H. Qiao, S. Wang, K. K. Lai, Y. Li, Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets. Environmental Research 152 (2017) [Google Scholar]
  8. Ch. Croux, M. Forni, L. Reichlin, A Measure of Comovement for Economic Variables: Theory And Empirics. The Review of Economics and Statistics 83 (2001) [Google Scholar]
  9. A. Iacobucci, A. Noullez, A frequency selective filter for short-length time series. Computational Economics 25 (2005) [Google Scholar]
  10. J. Fidrmuc, T. Ikeda, K. Iwatsubo, International transmission of business cycles: Evidence from dynamic correlations. Economic Letters 114 (2012) [Google Scholar]
  11. J. Poměnková, S. Kapounek, R. Maršálek, Variability of Dynamic Correlation–The Evidence of Sector-Specific Shocks in V4 Countries. Prague Economic Papers 23 (2014) [Google Scholar]
  12. A. Xu, S. Haykin, R. J. Racine, Multiple Window Time-Frequency Distribution and Coherence of EEG Using Slepian Sequences and Hermite Function. IEEE Transactions of Biomedical Engineering 46 (1999) [Google Scholar]
  13. J. G. Proakis, Ch. M. Rader, F. L. Ling, Ch. L. Nikias, M. Moonen, J. K. Proudler. 2002. Algorithms for Statistical Signal Processing. (Prentice Hall. 2002). [Google Scholar]
  14. D. Wang, S. Shilong, Tse W. Peter., A general sequential Monte Carlo method based optimal wavelet filter: A Bayesian approach for extracting bearing fault features. Mechanical Systems and Signal Processing 52 (2015) [Google Scholar]
  15. W. Jiang, S. Mahadevan, Wavelet spectrum analysis approach to model validation of dynamic systems. Mechanical Systems and Signal Processing 25 (2011) [Google Scholar]
  16. R. Maršálek, J. Poměnková, S. Kapounek. A Wavelet-Based Approach to Filter Out Symmetric Macroeconomic Shocks. Comput. Econ. 44 (2014) [Google Scholar]
  17. E. Klejmová, T. Malach, J. Poměnková, Wavelet Significance Testing with Respect to GWN Background: Monte Carlo Simulation Usage. In Proceedings of 27th international conference Radioelektronika 2017. [Google Scholar]
  18. E. Klejmová, J. Poměnková, J. Blumenstein, Combination of the time-frequency representation for background noise supression. In Proceedings 31st European Conference on Moelling and Simulation ECMS 2017. [Google Scholar]
  19. Z. Ftiti, A. Tiwari, A. Belanés, Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V. S. Wavelet Analysis. Computational Economics 46 (2014) [Google Scholar]
  20. A. N. Berdiev, Ch-P. Chang, Business cycle synchronization in Asia-Pacific: New evidence from wavelet analysis. Journal of Asia Econ. 37 (2015) [Google Scholar]
  21. Ch. Torrence, G. P. Compo, A practical guide to wavelet analysis. Bulletin of the American Meteorological society 79 (1998) [Google Scholar]
  22. Z. Ge, Significance tests for the wavelet cross spectrum and wavelet linear coherence. Annales Geophysicae 26 (2008) [Google Scholar]
  23. Z. Ge, Significance tests for the wavelet power and the wavelet power spectrum. Annales Geophysicae 25 (2007) [Google Scholar]
  24. W. T. Wells,R. L. Anderson, J. W. Cell, The distribution of the productof two central or non-central chi-square varietes, Ann. Math. Stat. 33 (1962) [Google Scholar]
  25. C. P. Robert, G. Casella, Monte Carlo Statistical Methods (New York: Springer, 2004) [CrossRef] [Google Scholar]
  26. Organisation for Economic Co-operation and Development: National Accounts [online database]. (2017) [cit. 2017-01-12]. Available at: http:$\backslash\backslash$stats.oecd.org$\\\backslash$Index.aspx?DatasetCode$=$SNA\_TABLE1. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.