Pierre Perron : Citation Profile

Are you Pierre Perron?

Boston University

37

H index

69

i10 index

18172

Citations

RESEARCH PRODUCTION:

101

Articles

169

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 491
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 622.    Total self citations: 140 (0.76 %)

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   Permalink: http://citec.repec.org/ppe32
   Updated: 2021-03-01    RAS profile: 2021-02-04    
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Relations with other researchers

Works with:

Yamamoto, Yohei (8)

Estrada, Francisco (7)

Oka, Tatsushi (6)

Casini, Alessandro (4)

Kim, Dukpa (3)

Chang, Seong Yeon (2)

Martins, Luis (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 (305)

Gil-Alana, Luis (214)

Shahbaz, Muhammad (209)

Taylor, Robert (188)

Leybourne, Stephen (168)

Harvey, David (163)

Esteve, Vicente (156)

Rodríguez, Gabriel (145)

Tamarit, Cecilio (142)

Balcilar, Mehmet (135)

Chang, Tsangyao (134)

Cites to:

Bai, Jushan (98)

Andrews, Donald (87)

Qu, Zhongjun (60)

Phillips, Peter (56)

Campbell, John (48)

Stock, James (45)

Granger, Clive (38)

Ploberger, Werner (37)

Engle, Robert (37)

Vogelsang, Timothy (36)

Ng, Serena (35)

Main data

Where Pierre Perron has published?

Journals with more than one article published# docs
Journal of Econometrics17
Econometric Theory12
Journal of Time Series Analysis8
Journal of Business & Economic Statistics6
Econometrica6
Economics Letters5
Econometrics Journal4
Econometric Reviews4
Journal of Empirical Finance3
Econometrics3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics2
Applied Economics2
L'Actualit Economique2
Journal of Applied Econometrics2
Empirical 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 Economics78
Papers / arXiv.org6
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Working Papers / University of Ottawa, Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Boston College Working Papers in Economics / Boston College Department of Economics2

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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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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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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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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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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2020Oracle 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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2020Testing 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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2020Bayesian 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). Chiarello, Filippo ; Fantoni, Gualtiero ; Bonaccorsi, Andrea ; Melluso, Nicola. In: Papers. RePEc:arx:papers:2102.00197.

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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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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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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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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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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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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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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). Malki, Issam ; Ghoshray, Atanu. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

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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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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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2020A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series. (2020). Lin, Shang Han. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:39:n:3.

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2021The Mussa Puzzle: A Generalization. (2021). Petracchi, Cosimo. In: Working Papers. RePEc:bro:econwp:2021-001.

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2020Franchise 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.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2020Franchise 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.

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2020Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8343.

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2020Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349.

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2020The 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.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290.

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2020The long-run effects of monetary policy. (2020). Taylor, Alan M ; Singh, Sanjay R ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14338.

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2020Top Income Shares in Greece from Dictatorship to Crisis: 1967-2017. (2020). Koutentakis, Franciscos ; Chrissis, Kostas . In: Working Papers. RePEc:crt:wpaper:2002.

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2020Out of sample predictability in predictive regressions with many predictor candidates. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31554.

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2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

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2020Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036.

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2020Robust Tests for White Noise and Cross-Correlation. (2020). Phillips, Peter ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194r.

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2020Fisher 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.

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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.

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2020Changes in the tax-spend nexus: Evidence from selected European countries. (2020). Nojosa, Glauber ; Linhares, Fabricio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00514.

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2020Foreign Debt, Capital Controls, and Secondary Markets: Theory and Evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea. In: Working Papers ECARES. RePEc:eca:wpaper:2013/312216.

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2020Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2020). Sarkar, Nityananda ; Das, Mahamitra. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-31.

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2020Decentralized Tax Revenue, Institutional Complementarity and Economic Growth: A Time Series Analysis of Pakistan. (2020). Kalim, Rukhsana ; Shahid, Muhammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-4.

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2020Inflation and Economic Growth Link – Multi-Country Scenario. (2020). Uddin, Mohammed Jashim ; Jashimuddin, Mohammed ; Islam, Md Rafiqul ; Ahmmed, Monir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-7.

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2020Estimating the Impact of the Macroeconomic Indicators Shocks on KSA Non-oil Exports 1970-2019: (SVAR) Analysis and (NARDL) Assessment. (2020). Fadol, Hassan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-16.

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2021Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-5.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2020Dynamic Relationships between Energy Use, Income, and Environmental Degradation in Afghanistan. (2020). Mahrwarz, S M ; Bekhet, Hussain Ali ; Mohamed, Nora Yusma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-6.

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2020The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index. (2020). Akbulaev, Nurkhodzha Nazirkhodzha ; Rahimli, Etimad Munasib ; Suleymanli, Javid Elkhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-15.

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2020Coal Prices in Poland: Is the Domestic Market Separated from the International Market?. (2020). Rembeza, Jerzy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-51.

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2020How Oil Price and Exchange Rate Affect Non-oil GDP of the Oil-rich Country – Azerbaijan?. (2020). Guliyev, Hasraddin ; Majidli, Famil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-16.

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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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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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2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper10
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
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2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
[Full Text][Citation analysis]		paper0
2019Continuous Record Asymptotics for Structural Change Models In: Papers.
[Full Text][Citation analysis]		paper1
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
[Full Text][Citation analysis]		paper2
2018Structural Breaks in Time Series In: Papers.
[Full Text][Citation analysis]		paper10
2019MAKING CARBON TAXATION A GENERATIONAL WIN WIN.(2019) In: Boston University - Department of Economics - Working Papers Series.
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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
[Full Text][Citation analysis]		paper0
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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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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1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article565
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
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1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article127
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article159
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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2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article87
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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2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article124
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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1990Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics.
[Citation analysis]		article459
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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1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
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2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article49
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article75
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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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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2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
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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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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2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		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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2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		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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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article33
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
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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.() In: .
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Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1915
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
[Citation analysis]
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2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper192
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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.
[Citation analysis]		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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2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper84
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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2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper70
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
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2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
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2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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.
[Citation analysis]		paper26
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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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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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.
[Citation analysis]		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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2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper26
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
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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]		paper108
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper13
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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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.
[Citation analysis]		paper5
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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.
[Citation analysis]		paper25
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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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.
[Citation analysis]		paper160
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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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.
[Citation analysis]		paper9
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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2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper58
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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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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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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2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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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.
[Citation analysis]		paper5
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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2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper41
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
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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]		paper12
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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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2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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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2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		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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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.
[Citation analysis]		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.
[Citation analysis]		paper25
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.
[Citation analysis]		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.
[Citation analysis]		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.
[Citation analysis]		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.
[Full Text][Citation analysis]		paper1
2012Breaks, trends and the attribution of climate change: a time-series analysis In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2001Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper8
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Statistically-derived contributions of diverse human influences to 20th century temperature changes In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper24
2013Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper19
2014Forecasting return volatility: Level shifts with varying jump probability and mean reversion.(2014) In: International Journal of Forecasting.
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2013A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models In: Boston University - Department of Economics - Working Papers Series.
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2015A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2018A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models.(2018) In: Econometric Reviews.
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2014Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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2015Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2016Measuring business cycles with structural breaks and outliers: Applications to international data.(2016) In: Research in Economics.
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2014Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Forecasting in the presence of in and out of sample breaks In: Boston University - Department of Economics - Working Papers Series.
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2018Forecasting in the presence of in and out of sample breaks.(2018) In: Boston University - Department of Economics - Working Papers Series.
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