11
H index
12
i10 index
725
Citations
Università Politecnica delle Marche | 11 H index 12 i10 index 725 Citations RESEARCH PRODUCTION: 31 Articles 16 Papers 5 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 26 years (1996 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pga267 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Gallegati. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Computational Statistics & Data Analysis | 3 |
Climatic Change | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali | 6 |
Macroeconomics / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper |
2023 | The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x. Full description at Econpapers || Download paper |
2023 | Export diversification and dependence on natural resources. (2023). Zarach, Zuzanna ; Parteka, Aleksandra. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002481. Full description at Econpapers || Download paper |
2024 | Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966. Full description at Econpapers || Download paper |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper |
2023 | Inflation dynamics in the frequency domain. (2023). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003294. Full description at Econpapers || Download paper |
2023 | From local to global: A theory of public basic research in a globalized world. (2023). Schetter, Ulrich ; Gersbach, Hans ; Schmassmann, Samuel. In: European Economic Review. RePEc:eee:eecrev:v:160:y:2023:i:c:s0014292123001599. Full description at Econpapers || Download paper |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper |
2023 | Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512. Full description at Econpapers || Download paper |
2023 | Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746. Full description at Econpapers || Download paper |
2023 | The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers. (2023). Sensarma, Rudra ; Chiranjivi, Gvs. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004520. Full description at Econpapers || Download paper |
2023 | Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647. Full description at Econpapers || Download paper |
2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper |
2023 | Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277. Full description at Econpapers || Download paper |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
2023 | Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420. Full description at Econpapers || Download paper |
2023 | Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. (2023). Mishra, Sibanjan ; Bhattacherjee, Purba ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008413. Full description at Econpapers || Download paper |
2024 | The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kukaya, Sevda ; Kassouri, Yacouba ; Majok, Aweng Peter. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601. Full description at Econpapers || Download paper |
2023 | Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532. Full description at Econpapers || Download paper |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper |
2023 | COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30. Full description at Econpapers || Download paper |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper |
2023 | What determines unemployment in the long run? Band spectrum regression on ten countries 1913–2016. (2023). Taalbi, Josef ; Hegelund, Erik. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:144-167. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8. Full description at Econpapers || Download paper |
2024 | Measuring the Resilience to the Covid-19 Pandemic of Eurozone Economies with Their 2050 Forecasts. (2024). Wall, John ; Rostan, Alexandra. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10425-z. Full description at Econpapers || Download paper |
2023 | Effect of the duration of membership in the GATT/WTO on human development in developed and developing countries. (2023). Gnangnon, Sena Kimm. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09589-6. Full description at Econpapers || Download paper |
2024 | Economic growth before and after the fiscal stimulus of 2008–2009: the role of institutional quality and government size. (2024). Vianna, Andre ; Mollick, Andre Varella. In: Public Choice. RePEc:kap:pubcho:v:198:y:2024:i:1:d:10.1007_s11127-023-01121-5. Full description at Econpapers || Download paper |
2023 | Wavelet Analysis of CO2 Emissions’ Co-movement: An Investigation of Lead–lag Effect among Emerging Asian Economies. (2023). Qazi, Tehmina Fiaz ; Basit, Abdul ; Khan, Abdul Aziz ; Shaukat, Muhammad Zeeshan ; Aziz, Maryam. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:3:p:36-51. Full description at Econpapers || Download paper |
2023 | Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. (2023). Aftab, Muhammad ; Qureshi, Saba. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1180-1204. Full description at Econpapers || Download paper |
2023 | The economic implications of the COVID-19 outbreak on tourism industry: Empirical evidence from Turkey. (2023). koçak, emrah ; Bulut, Umit ; Shehzad, Khurram ; Dogru, Tarik ; Koak, Emrah. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:3:p:742-758. Full description at Econpapers || Download paper |
2023 | Phillips curve and the exchange rate pass-through: a time–frequency approach. (2023). Ferreira, Roberto Tatiwa ; Alves, Weider Loureto. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02317-2. Full description at Econpapers || Download paper |
2023 | Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z. Full description at Econpapers || Download paper |
2023 | Gradual financial integration and macroeconomic fluctuations in emerging market economies: evidence from China. (2023). Jiang, Yiqing ; Ma, Yong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00368-3. Full description at Econpapers || Download paper |
2023 | Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z. Full description at Econpapers || Download paper |
2023 | Modelling delayed correlation between interest rates and equity market returns. (2023). Othieno, Ferdinand Okoth ; Yalla, Brian Opiyo. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00397-x. Full description at Econpapers || Download paper |
2023 | Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510. Full description at Econpapers || Download paper |
2024 | The performance of OECDs composite leading indicator. (2024). Soares, Maria Joana ; Aguiarconraria, Luis ; Ojo, Mustapha Olalekan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2265-2277. Full description at Econpapers || Download paper |
2023 | Forecasting private investment in Finland using Q-theory and frequency decomposition. (2023). Sinivuori, Taina ; Nippala, Veera. In: BoF Economics Review. RePEc:zbw:bofecr:279701. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2019 | Mr Phillips and the medium-run: temporal instability vs. frequency stability In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 4 |
2001 | European Business Cycles: 1960-1998 In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2002 | Financial Constraints and the Balance Sheet Channel: a Re-Interpretation In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2001 | Financial constraints and the balance sheet channel: a re-interpretation.(2001) In: Heterogeneity and monetary policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2005 | Financial constraints and the balance sheet channel: a re-interpretation.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2019 | Phillips averaging procedure as a crude version of the Haar wavelet filter In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | LONG SWINGS IN THE GROWTH OF GOVERNMENT EXPENDITURE: AN INTERNATIONAL HISTORICAL PERSPECTIVE In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Long swings in the growth of government expenditure: an international historical perspective.(2022) In: Public Choice. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | Firms optimal capital accumulation path with asymmetric informations and debt instead of equity finance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | The US Wage Phillips Curve across Frequencies and over Time In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 100 |
2021 | International Historical Evidence on Money Growth and Inflation: The Role of High Inflation Episodes In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
2007 | Wavelet Variance Analysis of Output in G-7 Countries In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 60 |
2016 | Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
2008 | Wavelet analysis of stock returns and aggregate economic activity In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 89 |
2012 | A wavelet-based approach to test for financial market contagion In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 115 |
2014 | Interest rate spreads and output: A time scale decomposition analysis using wavelets In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 24 |
2019 | DSGE model with financial frictions over subsets of business cycle frequencies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2018 | Macrofinancial imbalances in historical perspective: A global crisis index In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2010 | Instrumental variables and wavelet decompositions In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2013 | Bond vs stock markets Q: Testing for stability across frequencies and over time In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 31 |
2005 | On the nature and causes of business fluctuations in Italy, 1861-2000 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 3 |
2021 | Introduction to the special issue on “New macroeconomic perspectives on inequality, credit, and stability” In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2014 | The forward looking information content of equity and bond markets for aggregate investments In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
2022 | The medium-run Phillips curve: A time–frequency investigation for the UK In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
2013 | Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 1 |
2001 | A Wavelet Analysis of MENA stock markets In: Middle East and North Africa. [Full Text][Citation analysis] | paper | 23 |
2005 | A Wavelet Analysis of MENA Stock Markets.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2012 | Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
In: . [Full Text][Citation analysis] | chapter | 0 | |
In: . [Full Text][Citation analysis] | chapter | 0 | |
2009 | The US Wage Phillips Curve over Different Time Horizons In: Giornale degli Economisti. [Citation analysis] | article | 1 |
2012 | Destinations competitiveness and tourist satisfaction surveys: an economic analysis In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. [Full Text][Citation analysis] | article | 0 |
2008 | Overall Specialization and Income: Countries Diversity In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2004 | Business Cycle Fluctuations in Mediterranean Countries (1960-2000) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 6 |
2002 | Una generalizzazione dellapproccio Greenwald-Stiglitz con imprese eterogenee In: Economia politica. [Full Text][Citation analysis] | article | 0 |
2014 | Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 6 |
2005 | Stock returns and economic activity; evidence from wavelet analysis In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 1 |
2018 | A systematic wavelet-based exploratory analysis of climatic variables In: Climatic Change. [Full Text][Citation analysis] | article | 3 |
2022 | Multiscale evaluation of CMIP5 models using wavelet-based descriptive and diagnostic techniques In: Climatic Change. [Full Text][Citation analysis] | article | 0 |
2017 | Long waves in prices: new evidence from wavelet analysis In: Cliometrica. [Full Text][Citation analysis] | article | 8 |
2014 | Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 15 |
2014 | Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] | chapter | 2 |
2005 | Requiem for the unit root in per capita real GDP? Additional evidence from historical data In: Empirical Economics. [Full Text][Citation analysis] | article | 24 |
2015 | Growth and Cycles of the Italian Economy Since 1861: The New Evidence In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. [Full Text][Citation analysis] | article | 3 |
2019 | A system for dating long wave phases in economic development In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 8 |
2009 | Overall trade specialization and economic development: countries diversify In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 74 |
2007 | Semiparametric analysis of the specialization-income relationship In: Applied Economics Letters. [Full Text][Citation analysis] | article | 14 |
2005 | Trade balance and terms of trade in U.S.: a time-scale decomposition analysis In: International Trade. [Full Text][Citation analysis] | paper | 0 |
2005 | Stock market returns and economic activity: evidence from wavelet analysis In: Macroeconomics. [Full Text][Citation analysis] | paper | 1 |
2005 | Wavelet variance and correlation analyses of output in G7 countries In: Macroeconomics. [Full Text][Citation analysis] | paper | 5 |
In: . [Full Text][Citation analysis] | paper | 0 |
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