More international evidence on the historical properties of business cycles

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International comovement of stock market returns: a wavelet analysis (2009, background): “Wx(τ , s) = Z +∞ −∞ x(t)ψτ,s(t)dt = 1 √ s Z +∞ −∞ x(t)ψ∗ μ t− τ s ¶ dt (3) where ∗ denotes the complex conjugate.”
Measuring comovement in the time-frequency space (2010, unknown): “In fact, with Fourier analysis, one can obtain additional insights through the study of the relationship between variables at the frequency level (see, for example, A’Hearn and Woitek (2001), Pakko (2004), Breitung and Candelon (2006) and Lemmens, Croux and DeKimpe (2008)).”
R&D expenditure in G7 countries and the implications for endogenous fluctuations and growth (2004, methodology): “The undesireable sidelobes in the gain function are taken care of by the so called Lanczos’s σ-factors (as used in A’Hearn and Woitek, 2001).”
Integration of 22 emerging stock markets: A three-dimensional analysis (2012, background): “A frequency domain analysis would allow for this distinction (see e.g., A'Hearn & Woitek, 2001 and Pakko, 2004).”