Articles
Nonlinearity in High-Frequency Financial Data and Hierarchical Models
Robert E. McCulloch and Ruey S. Tsay
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
Greg Tkacz
On Impossibility of Limit Cycles in Certain Two-Dimensional Continuous-Time Growth Mode
Sergey Slobodyan
The Inflationary Consequences of Fiscal Policy In Brazil: An Empirical Investigation with Regime Switches and Time-Varying Probabilities
Marcelo F. Salomon
Stabilizing Endogenous Fluctuations with Fiscal Policies: Global Analysis on Piecewise Continuous Dynamical Systems
E. Augeraud-Veron and L. Augier
Economic Growth and Business Cycles: A Critical Comment on Detrending Time Series
Klaus Reiner Schenk-Hoppé
Wavelet Analysis of the Cost-of-Carry Model
Shinn-Juh Lin and Maxwell Stevenson