Pierre Perron : Citation Profile


Are you Pierre Perron?

Boston University

37

H index

70

i10 index

18689

Citations

RESEARCH PRODUCTION:

102

Articles

182

Papers

2

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 505
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 895.    Total self citations: 153 (0.81 %)

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   Permalink: http://citec.repec.org/ppe32
   Updated: 2021-09-18    RAS profile: 2021-09-07    
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Relations with other researchers


Works with:

Yamamoto, Yohei (11)

Estrada, Francisco (7)

Oka, Tatsushi (6)

Casini, Alessandro (4)

Kim, Dukpa (3)

Shintani, Mototsugu (2)

Yabu, Tomoyoshi (2)

Martins, Luis (2)

Chang, Seong Yeon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron.

Is cited by:

GUPTA, RANGAN (320)

Gil-Alana, Luis (222)

Shahbaz, Muhammad (214)

Taylor, Robert (190)

Leybourne, Stephen (168)

Harvey, David (163)

Esteve, Vicente (156)

Tamarit, Cecilio (153)

Rodríguez, Gabriel (146)

Balcilar, Mehmet (138)

Chang, Tsangyao (134)

Cites to:

Bai, Jushan (106)

Andrews, Donald (95)

Qu, Zhongjun (61)

Phillips, Peter (57)

Campbell, John (48)

Stock, James (46)

Vogelsang, Timothy (42)

Ng, Serena (38)

Ploberger, Werner (38)

Granger, Clive (38)

Engle, Robert (37)

Main data


Where Pierre Perron has published?


Journals with more than one article published# docs
Journal of Econometrics18
Econometric Theory12
Journal of Time Series Analysis8
Journal of Business & Economic Statistics6
Econometrica6
Economics Letters5
Econometrics Journal4
Econometric Reviews4
Econometrics3
Journal of Empirical Finance3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics2
Journal of Applied Econometrics2
L'Actualit Economique2
Empirical Economics2
Applied Economics2
Revista Economa2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics87
Papers / arXiv.org10
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Boston College Working Papers in Economics / Boston College Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Working Papers / University of Ottawa, Department of Economics2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2

Recent works citing Pierre Perron (2021 and 2020)


YearTitle of citing document
2020Time-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.

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2020A statistical model of the global carbon budget. (2020). Koopman, Siem Jan ; Bennedsen, Mikkel ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-18.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2020Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models ???? ???????? ? ???? ???????? ?? ????? ??????? ????????? ???????? ?????????: ???. (2020). Rather, Sajad Ahmad ; Dar, Shafkat Shafi ; Sheikh, Safika Praveen. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:33:y:2020:i:1:no:3:p:35-55.

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2020The 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.

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2020Exchange 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.

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2020Exploring the geographical bias of manufactured exports in MERCOSUR. (2020). González, Germán ; Gonzalez, German ; Fioriti, Andres ; Delbianco, Fernando. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4339.

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2020Board-related corporate governance practices and performance of Argentine banks. (2020). Narvaez, Marcos ; Jullier, Juan ; Carlevaro, Emiliano A ; Dutto, Martin Leandro. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4340.

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2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

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2020The 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.

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2020Quantifying 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.

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2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

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2020LIVESTOCK 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.

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2020Packer 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.

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2020Indian 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.

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2020Time-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.

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2020Impact 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.

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2021Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin. In: gretl working papers. RePEc:anc:wgretl:8.

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2021“Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106.

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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2020Does 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.

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2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

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2020Nonparametric 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.

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2020Efficient 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.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Where 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.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2020Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343.

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2020Cointegrating 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.

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2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

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2020A 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.

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2020Interpretable Neural Networks for Panel Data Analysis in Economics. (2020). , Weinan ; Zheng, Zhong ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05311.

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2020Trademark 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.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

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2021Rapid detection of fast innovation under the pressure of COVID-19. (2021). Bonaccorsi, Andrea ; Melluso, Nicola ; Chiarello, Filippo ; Fantoni, Gualtiero. In: Papers. RePEc:arx:papers:2102.00197.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

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2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2021On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605.

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2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2020Growth Transitions in India: Myth and Reality. (2020). Parameswaran, M ; Das, Mausumi ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:39.

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2020Structural 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.

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2020The 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.

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2020Extended 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.

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2021Labor 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.

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2020Are 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.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2021Are neutral and investment-specific technology shocks correlated?. (2021). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp152.

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2021Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Notarpietro, Alessandro ; Fantino, Davide ; Tiseno, Andrea ; Riggi, Marianna ; Cecchetti, Sara. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_612_21.

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2021De-anchored long-term inflation expectations in a low growth, low rate environment. (2021). Tagliabracci, Alex ; Corsello, Francesco ; Neri, Stefano ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_624_21.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2020The 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.

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2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

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2021ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

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2020Imported or Home Grown? The 1992-3 EMS Crisis. (2020). Alain, Naef ; Barry, Eichengreen. In: Working papers. RePEc:bfr:banfra:793.

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2020Macroeconomic volatility, monetary union, and external exposure: evidence from five Eurozone members. (2020). Hegerty, Scott. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:2:p:117-138.

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2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

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2021Panel Unit Root Tests with Structural Breaks. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Chen, Pengyu. In: Discussion Papers. RePEc:bir:birmec:21-12.

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2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

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2020Have 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.

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2020The 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.

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2020A 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.

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2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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2020Intranational 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.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2020Monetary 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.

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2021The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

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2021Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Amezcua, Alejandro Villagomez ; Hernandezroman, Luis G ; VentosaSantaularia, Daniel . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

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2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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2021Structural Changes in the Renminbi Exchange Rate Mechanism. (2021). Qian, Junhui ; Su, Guanyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:2:p:1-23.

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2020EVOLUTION 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.

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2020External 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.

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2020Trade 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.

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2020A 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.

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2020Integration 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.

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2020Unveiling 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.

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2020Competitive 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.

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2020A 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.

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2020Fault 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.

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2020A 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.

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2020Urban 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.

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2020Politics 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.

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2020Ongoing 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.

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2020New 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.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2020Dynamics 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.

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2021The Housing Market in Israel: Long-Run Equilibrium and Short-Run Dynamics. (2021). Yakhin, Yossi ; Gamrasni, Inon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.08.

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2020The 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.

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2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

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More than 100 citations found, this list is not complete...

Pierre Perron is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Pierre Perron:


YearTitleTypeCited
2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers.
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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series.
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2015Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2017Combining 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]
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paper
2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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article
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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article1
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
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paper11
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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article
2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
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paper0
2020Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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paper
2019Continuous Record Asymptotics for Structural Change Models In: Papers.
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paper1
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
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paper2
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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paper
2021Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics.
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2018Structural Breaks in Time Series In: Papers.
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paper13
2018Structural Breaks in Time Series.(2018) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
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paper1
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
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paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
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article
2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings In: Papers.
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paper0
2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference In: Papers.
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paper0
2021Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity In: Papers.
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paper0
2021Change-Point Analysis of Time Series with Evolutionary Spectra In: Papers.
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paper0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article578
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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This paper has another version. Agregated cites: 578
paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]
article130
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
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article160
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
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paper
2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
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article90
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
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article130
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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paper
1990Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics.
[Citation analysis]
article462
1989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN..(1989) In: Princeton, Department of Economics - Econometric Research Program.
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paper
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
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article5
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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paper
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
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article49
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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paper
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
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article80
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
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paper
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
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paper
2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
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article4
2013Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2013) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
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article3
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
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article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
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article12
2017Extracting and analyzing the warming trend in global and hemispheric temperatures.(2017) In: Boston University - Department of Economics - Working Papers Series.
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paper
2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
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article0
2020Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series.
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paper
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
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article35
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
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paper
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
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article10
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
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paper
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
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paper0
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
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paper1974
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
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article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
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paper197
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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article
2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
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paper41
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
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paper5
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
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article
2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper86
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
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paper
2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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article
2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
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paper72
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
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paper
2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
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article
2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
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paper0
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
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paper27
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
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article
2005An 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.
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paper6
2005An 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.
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paper
2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
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paper27
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
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article
2006A 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]
paper109
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
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paper16
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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article
2006An 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.
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paper6
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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paper7
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
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paper26
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
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article
2006Unit 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.
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paper165
2009Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses.(2009) In: Journal of Econometrics.
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article
2006Assessing 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.
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paper10
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
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article
2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
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paper59
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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article
2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper26
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper5
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
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paper
2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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paper
2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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article
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper6
2008Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model In: Boston University - Department of Economics - Working Papers Series.
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paper6
2019Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series.
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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model.(2020) In: Quantitative Economics.
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article
2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper44
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
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article
2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper5
2007GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper11
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
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paper24
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
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2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
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article
2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
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paper1
2011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance.(2011) In: Journal of Time Series Econometrics.
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article
2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
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paper4
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
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article
2011A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper7
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
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paper0
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
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2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
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2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
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paper26
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
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2011A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series.
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paper13
2014A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS.(2014) In: Econometric Theory.
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2011Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices In: Boston University - Department of Economics - Working Papers Series.
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paper3
2013Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices.(2013) In: Journal of Empirical Finance.
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1998Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices.(1998) In: Cahiers de recherche.
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2011Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run In: Boston University - Department of Economics - Working Papers Series.
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paper5
2013Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run.(2013) In: Applied Economics.
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2012Statistical evidence about human influence on the climate system In: Boston University - Department of Economics - Working Papers Series.
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paper1
2012Breaks, trends and the attribution of climate change: a time-series analysis In: Boston University - Department of Economics - Working Papers Series.
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paper5
2013Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations In: Boston University - Department of Economics - Working Papers Series.
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paper0
2013Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends In: Boston University - Department of Economics - Working Papers Series.
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paper0
2001Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series.
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paper8
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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