33 citations · 61 across the 4 of their papers we have counts for
4 papers
A Bayesian nonlinear stationary model with multiple frequencies for business cycle analysis
Łukasz Lenart, Łukasz Kwiatkowski, Justyna Wróblewska
We design a novel, nonlinear single-source-of-error model for analysis of multiple business cycles. The model's specification is intended to capture key empirical characteristics o…
Properties of stationary cyclical processes
Łukasz Lenart
The paper investigates the theoretical properties of zero-mean stationary time series with cyclical components, admitting the representation , with $…
Almost Periodically Correlated Time Series in Business Fluctuations Analysis
Lukasz Lenart, Mateusz Pipien
We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of the most important unobserved feature characterising fluctuati…
Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
Łukasz Lenart
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost perio…