Monthly Forecasting of GDP with Mixed-Frequency Multivariate Singular Spectrum Analysis
Hossein Hassani, António Rua, Emmanuel Sirimal Silva, Dimitrios Thomakos
International Journal Of Forecasting, vol. 35, 2019, p. 1263-1272.

On the Globalization of Stock Markets: An Application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 Countries
Andreia Dionísio, Rui Menezes, Hossein Hassani
Quarterly Review Of Economics And Finance, vol. 52, 2012, p. 369-384.