Robust stylized facts on comovement for the Spanish economy

被引：2

作者：

André, FJ

Pérez, JJ

机构：

[1] Univ Pablo de Olavide, Dept Econ, Seville 41013, Spain

[2] Fdn Ctr Estudios Andaluces CentrA, Seville 41001, Spain

来源：

APPLIED ECONOMICS | 2005年 / 37卷 / 04期

关键词：

D O I：

10.1080/09603100412331297018

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The suggestion of obtaining stylized facts on comovement on the basis of prewhitened time series proposed in Andre et al. (2002) is further developed. First, some examples are shown on the robustness of the method. Second, the relevance of such a proposal is tested by revisiting some of the existing stylized facts on comovement for the Spanish economy in Dolado et al. (1993).

引用

页码：453 / 462

页数：10

共 50 条

[41] Productivity of the Russian firms: Seven stylized facts
Blochliger, H.
Wildnerova, L.
ZHURNAL NOVAYA EKONOMICHESKAYA ASSOTSIATSIYA-JOURNAL OF THE NEW ECONOMIC ASSOCIATION, 2020, (04): : 217 - 227
[42] An asset return model capturing stylized facts
Rogers, L. C. G.
Zhang, Liang
MATHEMATICS AND FINANCIAL ECONOMICS, 2011, 5 (02) : 101 - 119
[43] Stylized facts of the carbon emission market in China
Yan, Kai
Zhang, Wei
Shen, Dehua
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 555
[44] Some Stylized Facts on Unemployment Dynamics in Transition
Tyrowicz, Joanna
Wojcik, Piotr
EASTERN EUROPEAN ECONOMICS, 2010, 48 (01) : 5 - 22
[45] Stylized facts and regime changes: Are prices procyclical?
Ravn, MO
Sola, M
JOURNAL OF MONETARY ECONOMICS, 1995, 36 (03) : 497 - 526
[46] Effects of renewables on the stylized facts of electricity prices
Ballester, Cristina
Furio, Dolores
RENEWABLE & SUSTAINABLE ENERGY REVIEWS, 2015, 52 : 1596 - 1609
[47] Some stylized facts about bitcoin halving
Lashkaripour, Mohammadhossein
FINANCE RESEARCH LETTERS, 2024, 69
[48] Cryptocurrencies: Stylized facts on a new investible instrument
Hu, Albert S.
Parlour, Christine A.
Rajan, Uday
FINANCIAL MANAGEMENT, 2019, 48 (04) : 1049 - 1068
[49] Stylized facts of Euroland's business cycle
Döpke, J
JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK, 1999, 219 (5-6): : 591 - 610
[50] Modeling stylized facts for financial time series
Krivoruchenko, MI
Alessio, E
Frappietro, V
Streckert, LJ
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2004, 344 (1-2) : 263 - 266

← 1 2 3 4 5 →