37
H index
69
i10 index
18172
Citations
Boston University | 37 H index 69 i10 index 18172 Citations RESEARCH PRODUCTION: 101 Articles 169 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron. | Is cited by: | Cites to: |
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2020 | Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76. Full description at Econpapers || Download paper | |
2020 | A statistical model of the global carbon budget. (2020). Koopman, Siem Jan ; Bennedsen, Mikkel ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-18. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Fagbemi, Fisayo ; Oladejo, Babafemi ; Adeosun, Opeoluwa A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Lin, Ying ; Thompson, Henry. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Quantifying the U.S. Market Response to the African Swine Fever Outbreak in China. (2020). Schulz, Lee ; Pudenz, Christopher C. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304298. Full description at Econpapers || Download paper | |
2020 | LIVESTOCK MARKET INTEGRATION AND PRICE DYNAMICS IN THE UNITED STATES. (2020). Palash, Salauddin M ; Monayem, M A ; Akter, Morsalina ; Rahman, Kazi Tamim. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304092. Full description at Econpapers || Download paper | |
2020 | Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769. Full description at Econpapers || Download paper | |
2020 | Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268. Full description at Econpapers || Download paper | |
2020 | Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76. Full description at Econpapers || Download paper | |
2020 | Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161. Full description at Econpapers || Download paper | |
2021 | Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin. In: gretl working papers. RePEc:anc:wgretl:8. Full description at Econpapers || Download paper | |
2021 | On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140. Full description at Econpapers || Download paper | |
2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
2020 | Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720. Full description at Econpapers || Download paper | |
2020 | Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (2019). Smeekes, Stephan ; Mahieu, Emmanuel ; Lejeune, Bernard ; Franco, Bruno ; Bader, Whitney ; Urbain, Jean-Pierre ; Reuvers, Hanno ; Beutner, Eric ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1903.05403. Full description at Econpapers || Download paper | |
2020 | Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552. Full description at Econpapers || Download paper | |
2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
2020 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2020 | Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066. Full description at Econpapers || Download paper | |
2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper | |
2020 | Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182. Full description at Econpapers || Download paper | |
2021 | Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2020 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2020 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2020 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2020 | Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343. Full description at Econpapers || Download paper | |
2020 | Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2020 | A note on the impact of news on US household inflation expectations. (2020). Chao, Shih-Kang ; Truck, Stefan ; Sheen, Jeffrey ; Wang, Ben Zhe ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2009.11557. Full description at Econpapers || Download paper | |
2020 | Interpretable Neural Networks for Panel Data Analysis in Economics. (2020). , Weinan ; Zheng, Zhong ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05311. Full description at Econpapers || Download paper | |
2020 | Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation. (2020). Daizadeh, Iraj. In: Papers. RePEc:arx:papers:2012.10400. Full description at Econpapers || Download paper | |
2020 | Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820. Full description at Econpapers || Download paper | |
2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
2021 | Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562. Full description at Econpapers || Download paper | |
2021 | Rapid detection of fast innovation under the pressure of COVID-19. (2021). Chiarello, Filippo ; Fantoni, Gualtiero ; Bonaccorsi, Andrea ; Melluso, Nicola. In: Papers. RePEc:arx:papers:2102.00197. Full description at Econpapers || Download paper | |
2020 | Growth Transitions in India: Myth and Reality. (2020). Parameswaran, M ; Das, Mausumi ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:39. Full description at Econpapers || Download paper | |
2020 | Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53. Full description at Econpapers || Download paper | |
2021 | Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1. Full description at Econpapers || Download paper | |
2020 | Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146. Full description at Econpapers || Download paper | |
2021 | Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21. Full description at Econpapers || Download paper | |
2020 | The NAIRU and Informality in the Mexican Labor Market. (2020). Alcaraz Pribaz, Carlo ; Rodriguez-Perez, Cid Alonso ; Ramirez, Claudia ; Aguilar-Argaez, Ana Maria . In: Working Papers. RePEc:bdm:wpaper:2020-09. Full description at Econpapers || Download paper | |
2020 | Imported or Home Grown? The 1992-3 EMS Crisis. (2020). Alain, Naef ; Barry, Eichengreen. In: Working papers. RePEc:bfr:banfra:793. Full description at Econpapers || Download paper | |
2020 | Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15. Full description at Econpapers || Download paper | |
2020 | What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03. Full description at Econpapers || Download paper | |
2020 | Have the driving forces of inflation changed in advanced and emerging market economies?. (2020). Kamber, Gunes ; Mohanty, Madhu Sudan ; Morley, James. In: BIS Working Papers. RePEc:bis:biswps:896. Full description at Econpapers || Download paper | |
2020 | The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937. Full description at Econpapers || Download paper | |
2020 | A Markovâ€switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79. Full description at Econpapers || Download paper | |
2020 | Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49. Full description at Econpapers || Download paper | |
2020 | Monetary base and federal government debt in the longâ€run: A nonâ€linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184. Full description at Econpapers || Download paper | |
2021 | The share of the global energy mix: Signs of convergence?. (2021). Malki, Issam ; Ghoshray, Atanu. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50. Full description at Econpapers || Download paper | |
2020 | EVOLUTION OF COMMUNITY DETERRENCE: EVIDENCE FROM THE NATIONAL HOCKEY LEAGUE. (2020). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:289-303. Full description at Econpapers || Download paper | |
2020 | External Financial Liberalization and Macroeconomic Performance in Emerging Countries: An Empirical Evaluation of the Brazilian Case. (2020). Prates, Daniela Magalhes ; Cunha, Andre Moreira ; da Silva, Pedro Perfeito. In: Development and Change. RePEc:bla:devchg:v:51:y:2020:i:5:p:1225-1245. Full description at Econpapers || Download paper | |
2020 | Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173. Full description at Econpapers || Download paper | |
2020 | A silver transformation: Chinese monetary integration in times of political disintegration, 1898–1933. (2020). Zhao, Liuyan ; Ma, Debin. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:513-539. Full description at Econpapers || Download paper | |
2020 | Integration in European coal markets, 1833–1913. (2020). Silvestre, Javier ; Murray, John E. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:3:p:668-702. Full description at Econpapers || Download paper | |
2020 | Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. (2020). Prasanna, Krishna ; Kshatriya, Saranya. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:581-604. Full description at Econpapers || Download paper | |
2020 | Competitive Storage, Biofuels and the Corn Price. (2020). Mugera, Harriet Kasidi ; Gilbert, Christopher L. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:2:p:384-411. Full description at Econpapers || Download paper | |
2020 | A novel regularized approach for functional data clustering: an application to milking kinetics in dairy goats. (2020). Sansonnet, L ; Martin, O ; Levyleduc, C ; Lebarbier, E ; Denis, C. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:3:p:623-640. Full description at Econpapers || Download paper | |
2020 | Fault isolation for a complex decentralized waste water treatment facility. (2020). Newhart, Kathryn B ; Klanderman, Molly C ; Hering, Amanda S ; Cath, Tzahi Y. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:931-951. Full description at Econpapers || Download paper | |
2020 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685. Full description at Econpapers || Download paper | |
2020 | Urban commuting behavior and time allocation among women: Evidence from US metropolitan areas. (2020). Sakanishi, Akiko. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:12:y:2020:i:2:p:349-363. Full description at Econpapers || Download paper | |
2020 | Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522. Full description at Econpapers || Download paper | |
2020 | Ongoing Debate Between Foreign Aid and Economic Growth in Nigeria: A Wavelet Analysis. (2020). Kalmaz, Demet Beton ; Adebayo, Tomiwa Sunday. In: Social Science Quarterly. RePEc:bla:socsci:v:101:y:2020:i:5:p:2032-2051. Full description at Econpapers || Download paper | |
2020 | New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802. Full description at Econpapers || Download paper | |
2020 | Impact of commodity prices on exchange rates in commodityâ€exporting countries. (2020). Jiménez-RodrÃguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906. Full description at Econpapers || Download paper | |
2020 | Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284. Full description at Econpapers || Download paper | |
2020 | The Middle Income Trap: Theory and Empirical Evidence. (2020). Topal, Mehmet Hanefi. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:1:p:51-75. Full description at Econpapers || Download paper | |
2020 | A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series. (2020). Lin, Shang Han. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:39:n:3. Full description at Econpapers || Download paper | |
2021 | The Mussa Puzzle: A Generalization. (2021). Petracchi, Cosimo. In: Working Papers. RePEc:bro:econwp:2021-001. Full description at Econpapers || Download paper | |
2020 | Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Zhang, P ; Aidt, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2008. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265. Full description at Econpapers || Download paper | |
2020 | Franchise Extension and Fiscal Structure in the United Kingdom 1820-1913: A New Test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Zhang, Peng ; Aidt, Toke. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8114. Full description at Econpapers || Download paper | |
2020 | Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8343. Full description at Econpapers || Download paper | |
2020 | Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349. Full description at Econpapers || Download paper | |
2020 | The Impact of Product and Labour Market Reform on Growth: Evidence for OECD Countries Based on Local Projections. (2020). Wiese, Rasmus ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8393. Full description at Econpapers || Download paper | |
2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674. Full description at Econpapers || Download paper | |
2020 | Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290. Full description at Econpapers || Download paper | |
2020 | The long-run effects of monetary policy. (2020). Taylor, Alan M ; Singh, Sanjay R ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14338. Full description at Econpapers || Download paper | |
2020 | Top Income Shares in Greece from Dictatorship to Crisis: 1967-2017. (2020). Koutentakis, Franciscos ; Chrissis, Kostas . In: Working Papers. RePEc:crt:wpaper:2002. Full description at Econpapers || Download paper | |
2020 | Out of sample predictability in predictive regressions with many predictor candidates. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31554. Full description at Econpapers || Download paper | |
2020 | Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555. Full description at Econpapers || Download paper | |
2020 | Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036. Full description at Econpapers || Download paper | |
2020 | Robust Tests for White Noise and Cross-Correlation. (2020). Phillips, Peter ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194r. Full description at Econpapers || Download paper | |
2020 | Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590. Full description at Econpapers || Download paper | |
2020 | “Normal†growth of the Chinese economy: new metrics based on consumer confidence data. (2020). Soria, Petar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00168. Full description at Econpapers || Download paper | |
2020 | Changes in the tax-spend nexus: Evidence from selected European countries. (2020). Nojosa, Glauber ; Linhares, Fabricio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00514. Full description at Econpapers || Download paper | |
2020 | Foreign Debt, Capital Controls, and Secondary Markets: Theory and Evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea. In: Working Papers ECARES. RePEc:eca:wpaper:2013/312216. Full description at Econpapers || Download paper | |
2020 | Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2020). Sarkar, Nityananda ; Das, Mahamitra. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-31. Full description at Econpapers || Download paper | |
2020 | Decentralized Tax Revenue, Institutional Complementarity and Economic Growth: A Time Series Analysis of Pakistan. (2020). Kalim, Rukhsana ; Shahid, Muhammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-4. Full description at Econpapers || Download paper | |
2020 | Inflation and Economic Growth Link – Multi-Country Scenario. (2020). Uddin, Mohammed Jashim ; Jashimuddin, Mohammed ; Islam, Md Rafiqul ; Ahmmed, Monir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-7. Full description at Econpapers || Download paper | |
2020 | Estimating the Impact of the Macroeconomic Indicators Shocks on KSA Non-oil Exports 1970-2019: (SVAR) Analysis and (NARDL) Assessment. (2020). Fadol, Hassan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-16. Full description at Econpapers || Download paper | |
2021 | Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-5. Full description at Econpapers || Download paper | |
2020 | The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54. Full description at Econpapers || Download paper | |
2020 | Dynamic Relationships between Energy Use, Income, and Environmental Degradation in Afghanistan. (2020). Mahrwarz, S M ; Bekhet, Hussain Ali ; Mohamed, Nora Yusma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-6. Full description at Econpapers || Download paper | |
2020 | The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index. (2020). Akbulaev, Nurkhodzha Nazirkhodzha ; Rahimli, Etimad Munasib ; Suleymanli, Javid Elkhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-15. Full description at Econpapers || Download paper | |
2020 | Coal Prices in Poland: Is the Domestic Market Separated from the International Market?. (2020). Rembeza, Jerzy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-51. Full description at Econpapers || Download paper | |
2020 | How Oil Price and Exchange Rate Affect Non-oil GDP of the Oil-rich Country – Azerbaijan?. (2020). Guliyev, Hasraddin ; Majidli, Famil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-16. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2011 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
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2017 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2017) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
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2019 | MAKING CARBON TAXATION A GENERATIONAL WIN WIN.(2019) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
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2007 | Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
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2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
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2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 49 |
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2009 | A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
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2005 | Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 84 |
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2009 | Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
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2008 | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2005 | An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 6 |
2005 | An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 26 |
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2006 | A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 108 |
2007 | A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | article | |
2006 | A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 13 |
2007 | A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2006 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 5 |
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2008 | DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2006 | Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 160 |
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2006 | Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 9 |
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2006 | The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 58 |
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2013 | A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
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1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 29 |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2005 | THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2009 | GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory. [Full Text][Citation analysis] | article | 143 |
2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
2009 | Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1989 | The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
1987 | The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model..(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1991 | A Continuous Time Approximation to the Stationary First-Order Autoregressive Model In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
1991 | Test Consistency with Varying Sampling Frequency In: Econometric Theory. [Full Text][Citation analysis] | article | 33 |
1989 | TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY..(1989) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
1987 | Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
1984 | Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 247 |
1985 | Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | article | |
1985 | Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
1987 | Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1367 |
1989 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 2875 |
1988 | THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS..(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 2875 | paper | |
1991 | A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept. In: Econometrica. [Full Text][Citation analysis] | article | 15 |
1988 | A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT..(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
1993 | Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]. In: Econometrica. [Full Text][Citation analysis] | article | 28 |
1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 2444 |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2444 | paper | |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2444 | paper | |
2001 | Asymptotic approximations in the near-integrated model with a non-zero initial condition In: Econometrics Journal. [Citation analysis] | article | 1 |
1998 | Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | Critical values for multiple structural change tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 276 |
1988 | Trends and random walks in macroeconomic time series : Further evidence from a new approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 334 |
1986 | Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach.(1986) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 334 | paper | |
2012 | A note on estimating a structural change in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1987 | Does GNP have a unit root? : A re-evaluation In: Economics Letters. [Full Text][Citation analysis] | article | 44 |
1986 | Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2000 | A look at the quality of the approximation of the functional central limit theorem In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2003 | GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
1998 | GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2005 | Structural breaks with deterministic and stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
2006 | Estimating restricted structural change models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
2014 | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
1993 | The effect of seasonal adjustment filters on tests for a unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 85 |
1990 | THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT..(1990) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
1990 | The Effect of Seasonal Adjustment Filters on Test for Unit Root..(1990) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
1990 | THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT..(1990) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
1994 | Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
1991 | Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors..(1991) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1996 | The effect of linear filters on dynamic time series with structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
1994 | The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
1994 | The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
1996 | The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1994 | The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1994 | The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
1997 | Further evidence on breaking trend functions in macroeconomic variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 919 |
1990 | FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES..(1990) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 919 | paper | |
1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 919 | paper | |
1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 919 | paper | |
2004 | Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
1988 | TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 8 |
1990 | THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 0 |
1990 | THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1 |
1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 824 |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 824 | paper | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 824 | chapter | |
1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 824 | paper | |
1991 | A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 9 |
2017 | Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2017 | Unit Roots and Structural Breaks In: Econometrics. [Full Text][Citation analysis] | article | 2 |
2019 | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Temporal Aggregation and Long Memory for Asset Price Volatility In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 1 |
2019 | The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence In: Discussion paper series. [Full Text][Citation analysis] | paper | 0 |
1998 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review. [Citation analysis] | article | 237 |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | paper | |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 237 | paper | |
1999 | Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 59 |
2003 | Computation and analysis of multiple structural change models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2111 |
1998 | Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2111 | paper | |
1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 3 |
1985 | Methodology in Economics: the Logic of Appraisal In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
1986 | Tests of Joint Hypotheses for Time Series Regression with a Unit Root In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
1987 | The Great Crash, the Oil Prices and the Unit Root Hypothesis. In: Cahiers de recherche. [Citation analysis] | paper | 11 |
1994 | Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
1994 | Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 114 |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 301 |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 301 | paper | |
1996 | Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 301 | article | |
1998 | The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2012 | GLS para eliminar los componentes determinÃsticos, estadÃsticos de raÃz unitaria eficientes y cambio estructural In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
2019 | Saltos, tendencias y la atribución del cambio climático: un análisis de series de tiempo In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
2012 | Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report In: PLOS ONE. [Full Text][Citation analysis] | article | 4 |
1995 | Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
1992 | Racines unitaires en macroéconomie : le cas d’une variable In: L'Actualité Economique. [Full Text][Citation analysis] | article | 3 |
1997 | L’estimation de modèles avec changements structurels multiples In: L'Actualité Economique. [Full Text][Citation analysis] | article | 6 |
1993 | A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 3 |
2005 | Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 7 |
1993 | The HUMP-Shaped Behavior of Macroeconomic Fluctuations. In: Empirical Economics. [Citation analysis] | article | 9 |
1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 24 |
2017 | Modelling exchange rate volatility with random level shifts In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2003 | Comment on Statistical Adequacy and the Testing of Trend Versus Difference Stationarity by Andreou and Spanos (Number 1) In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2011 | Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal. [Full Text][Citation analysis] | article | 18 |
2016 | Residualsâ€based tests for cointegration with generalized leastâ€squares detrended data In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
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