Measuring comovement in the time-frequency space [Working papers nº 1-10]
Nonstationary extremes and the US business cycle [Working papers nº 3-10]
A wavelet approach for factor-augmented forecasting [Working papers nº 7-10]
Extremal dependence in international output growth : tales from the tails [Working papers nº 8-10]
Tracking the US business cycle with a singular spectrum analysis [Working papers nº 9-10]