The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010)

By Luís Aguiar-Conraria, M. Martins, Maria Joana Soares. 2012

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/4fc0b19109f3dd684805df730d09416d42895cbf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Maria Joana Soares
2. Ladislav Kristoufek
3. M. Martins
4. Luís Aguiar-Conraria
5. Lukáš Vácha
6. David Zilberman
7. Karel Janda
8. Aviral Kumar Tiwari

Citations in the corpus

• Time-Frequency Dynamics of Biofuels-Fuels-Food System (2012, methodology): “In our analysis, we set ω0 = 6, which is the value often used in the economic applications as it provides an optimal time-frequency balance (Rua and Nunes, 2009; Aguiar-Conraria et al., 2012).”
• Estimating the Taylor rule in the time-frequency domain (2018, methodology): “FFRt = 2 + t + 1 2 yt + 1 2 ( t 2) ; (1)”