36
H index
66
i10 index
17157
Citations
Pierre Perron : Citation Profile
Boston University | RESEARCH PRODUCTION: 97 Articles 169 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1984 - 2020). Relations with other researchers
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:
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Main data
Where Pierre Perron has published?
Recent works citing Pierre Perron (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113. Full description at Econpapers || Download paper | |
| 2019 | PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163. Full description at Econpapers || Download paper | |
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2019 | Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2020 | Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Thompson, Henry ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2019 | Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79. Full description at Econpapers || Download paper | |
| 2019 | Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014. Full description at Econpapers || Download paper | |
| 2019 | Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918. Full description at Econpapers || Download paper | |
| 2019 | Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440. Full description at Econpapers || Download paper | |
| 2019 | Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332. Full description at Econpapers || Download paper | |
| 2019 | Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru. (2019). Florián, David ; Castillo, Luis ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:159. Full description at Econpapers || Download paper | |
| 2019 | Trade Policy Incentives, Market Structure and Productivity. (2019). Olayiwola, Wumi ; Alayande, Folarin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1106-1122. Full description at Econpapers || Download paper | |
| 2019 | The Determinants of Foreign Direct Investments in Real Estate: Turkey Case. (2019). At, Mustafa. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:789-795. Full description at Econpapers || Download paper | |
| 2020 | 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 | |
| 2019 | Forecasting interest rates through Vasicek and CIR models: a partitioning approach. (2019). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1901.02246. Full description at Econpapers || Download paper | |
| 2019 | Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053. 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 | |
| 2019 | Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2019). Torrisi, Benedetto ; Pernagallo, Giuseppe. In: Papers. RePEc:arx:papers:1904.03488. Full description at Econpapers || Download paper | |
| 2019 | Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212. Full description at Econpapers || Download paper | |
| 2019 | Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers || Download paper | |
| 2019 | 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 | |
| 2019 | The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States. (2019). Malkawi, Bashar ; Sweidan, Osama D. In: Papers. RePEc:arx:papers:1909.09057. Full description at Econpapers || Download paper | |
| 2019 | Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679. Full description at Econpapers || Download paper | |
| 2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109. Full description at Econpapers || Download paper | |
| 2019 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. 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 | |
| 2020 | 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 | |
| 2019 | Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132. Full description at Econpapers || Download paper | |
| 2019 | Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration. (2019). Arshed, Noman ; Aziz, Osama ; Grant, Kenneth A ; Hassan, Muhammad Shahid. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:52-65. Full description at Econpapers || Download paper | |
| 2019 | The Impact of Trade, Technology and Growth on Environmental Deterioration of China and India. (2019). Fan, Hongzhong ; Yahia, Yassin Elshain ; Islam, Mollah Aminul ; Hossain, Md Ismail. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1-29. 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 | |
| 2019 | Energy Consumption and Inflation Dynamics in Nigeria: An ARDL Cointegration Approach. (2019). Ekong, Uduak Michael ; Bassey, Godwin Edet. In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:66-83. 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 | |
| 2019 | The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301. Full description at Econpapers || Download paper | |
| 2019 | External adjustment with a common currency: the case of the euro area. (2019). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1936. Full description at Econpapers || Download paper | |
| 2019 | Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis. (2019). Cárdenas Hurtado, Camilo ; Hernandez-Montes, Maria Alejandra ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1063. Full description at Econpapers || Download paper | |
| 2019 | Migración internacional y determinantes de las remesas de trabajadores en Colombia. (2019). Montes-Uribe, Enrique ; Garavito, Aaron ; Hernandez-Bejarano, Manuel Dario ; Collazos-Gaitan, Maria Mercedes ; Garavito-Acosta, Aaron Levi. In: Borradores de Economia. RePEc:bdr:borrec:1066. Full description at Econpapers || Download paper | |
| 2019 | AN EMPIRICAL TEST OF EXOGENOUS GROWTH MODELS: EVIDENCE FROM THREE SOUTHERN AFRICAN COUNTRIES. (2019). Odhiambo, Nicholas ; Chirwa, Themba G. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:7-38. Full description at Econpapers || Download paper | |
| 2019 | THE IMPACT OF MINIMUM WAGE ON UNEMPLOYMENT, PRICES, AND GROWTH: A MULTIVARIATE ANALYSIS FOR TURKEY. (2019). Kocaman, Merve ; Bierli, Kemal M. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:221:p:65-84. Full description at Econpapers || Download paper | |
| 2019 | Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:726. Full description at Econpapers || Download paper | |
| 2019 | French Households’ Portfolio: The Financial Almost Ideal Demand System Appraisal. (2019). Pfister, Christian ; Sedillot, Franck ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:728. Full description at Econpapers || Download paper | |
| 2019 | New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin . In: Discussion Papers. RePEc:bir:birmec:19-05. 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 | |
| 2019 | Banking Sector Development and Energy Consumption in Nigeria: Exploring the Causal Relationship and its Implications. (2019). Nwani, Chinazaekpere ; Enyoghasim, Michael O ; Anochiwa, Lasbrey I ; Uwazie, Uwazie I ; Agbanike, Tobechi F. In: African Development Review. RePEc:bla:afrdev:v:31:y:2019:i:3:p:292-306. Full description at Econpapers || Download paper | |
| 2020 | A Markov‐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 long‐run: A non‐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 | |
| 2019 | FOREIGN DIRECT INVESTMENT IN MEXICO, CRIME, AND ECONOMIC FORCES. (2019). Cabral, Rene ; Saucedo, Eduardo ; Mollick, Andre Varella. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:68-85. Full description at Econpapers || Download paper | |
| 2019 | WINNING IN PROFESSIONAL TEAM SPORTS: HISTORICAL MOMENTS. (2019). Lee, Young Hoon ; Fort, Rodney ; Jang, Hayley . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:103-120. Full description at Econpapers || Download paper | |
| 2019 | WHAT DO BRITISH HISTORICAL DATA TELL US ABOUT GOVERNMENT SPENDING MULTIPLIERS?. (2019). Watanabe, Shingo . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1141-1162. 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 | 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 | 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 | |
| 2019 | Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619. Full description at Econpapers || Download paper | |
| 2019 | Uncertainty, Perception and the Internet. (2019). Bontempi, Maria ; Squadrani, M ; Golinelli, R ; Frigeri, M. In: Working Papers. RePEc:bol:bodewp:wp1134. 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 | |
| 2019 | Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16. Full description at Econpapers || Download paper | |
| 2019 | TESTING THE CAUSALITY AND COINTEGRATION BETWEEN EXPORTS, IMPORTS, AND EXCHANGE RATES: EVIDENCE FROM INDIA. (2019). Devkota, Mitra Lal. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2019:v:1:p:5-13. Full description at Econpapers || Download paper | |
| 2019 | Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470. Full description at Econpapers || Download paper | |
| 2019 | Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984. Full description at Econpapers || Download paper | |
| 2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. 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 J. 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 ; Poza, Carlos ; Caporale, Guglielmo Maria. 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 | |
| 2019 | How Large is the Demand for Money at the ZLB? Evidence from Japan. (2019). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf465. Full description at Econpapers || Download paper | |
| 2019 | Making hard choices: trilemmas and dilemmas of macroeconomic policy in Latin America. (2019). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:022-038. Full description at Econpapers || Download paper | |
| 2019 | Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05. Full description at Econpapers || Download paper | |
| 2019 | Markov Switching Oil Price Uncertainty. (2019). Serletis, Apostolos ; Xu, Libo. In: Working Papers. RePEc:clg:wpaper:2019-02. Full description at Econpapers || Download paper | |
| 2019 | Wholesale fuel price adjustment in Poland: examination of competi-tive performance. (2019). Bejger, Sylwester. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:4:p:385-412. Full description at Econpapers || Download paper | |
| 2019 | The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety. (2019). Tang, Jenny ; Stavrakeva, Vania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14034. Full description at Econpapers || Download paper | |
| 2019 | Aristocratic Privilege. Exploiting Good Institutions. (2019). ureche -Rangau, Loredana ; Ureche-Rangau, Loredana ; Oosterlinck, Kim ; Vaslin, Jacques-Marie. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14071. Full description at Econpapers || Download paper | |
| 2019 | The methane footprint of nations: Stylized facts from a global panel dataset. (2019). Oberdabernig, Doris ; Francois, Joseph ; Fernandez-Amador, Octavio ; Tomberger, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14125. 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 | |
| 2019 | The ECB’s monetary pillar after the financial crisis. (2019). Kempa, Bernd ; Dybowski, Philipp T. In: CQE Working Papers. RePEc:cqe:wpaper:8519. 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 | |
| 2019 | Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper | |
| 2020 | Reserves and Risk: Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_013. Full description at Econpapers || Download paper | |
| 2019 | An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; JunYu, ; Li, Yong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:liyu. 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 | |
| 2019 | Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220. 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 | |
| 2019 | Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ferreiro, Javier Ojea. In: Working Paper Series. RePEc:ecb:ecbwps:20192296. Full description at Econpapers || Download paper | |
| 2019 | Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Pierre Perron is editor of
| Journal | |
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| Econometrics Journal | |
| Econometrics Journal |
Works by Pierre Perron:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 9 |
| 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: 9 | 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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| 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 | 102 |
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| 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 |
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| 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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| 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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| 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 | 127 |
| 2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 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: 15 | 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 | 32 |
| 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: 32 | paper | |
| 1987 | Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1984 | Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 234 |
| 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: 234 | 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: 234 | paper | |
| 1987 | Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1330 |
| 1989 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 2700 |
| 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: 2700 | 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 | 25 |
| 1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 2303 |
| 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: 2303 | 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: 2303 | 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 | 257 |
| 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 | 324 |
| 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: 324 | 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 | 43 |
| 1986 | Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 43 | 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 | 86 |
| 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: 86 | paper | |
| 2005 | Structural breaks with deterministic and stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 87 |
| 2006 | Estimating restricted structural change models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
| 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 | 19 |
| 1993 | The effect of seasonal adjustment filters on tests for a unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 82 |
| 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: 82 | 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: 82 | 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: 82 | paper | |
| 1994 | Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
| 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: 20 | 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 | 32 |
| 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: 32 | 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: 32 | paper | |
| 1997 | Further evidence on breaking trend functions in macroeconomic variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 874 |
| 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: 874 | 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: 874 | 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: 874 | 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 | 801 |
| 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: 801 | 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: 801 | 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: 801 | 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 | 2 |
| 2017 | Unit Roots and Structural Breaks 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 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 | |
| 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 | 218 |
| 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: 218 | 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: 218 | 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 | 1948 |
| 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: 1948 | paper | |
| 1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 2 |
| 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 | 291 |
| 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: 291 | 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: 291 | 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 determinísticos, estadísticos de raíz 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 | 2 |
| 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 | 2 |
| 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 | 6 |
| 1993 | The HUMP-Shaped Behavior of Macroeconomic Fluctuations. In: Empirical Economics. [Citation analysis] | article | 8 |
| 1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 22 |
| 2017 | Modelling exchange rate volatility with random level shifts In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 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 | 15 |
| 2016 | Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
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