Pierre Perron : Citation Profile


Are you Pierre Perron?

Boston University

36

H index

62

i10 index

16859

Citations

RESEARCH PRODUCTION:

90

Articles

162

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   34 years (1984 - 2018). See details.
   Cites by year: 495
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 963.    Total self citations: 124 (0.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe32
   Updated: 2018-07-14    RAS profile: 2018-07-09    
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Relations with other researchers


Works with:

Chang, Seong Yeon (6)

Yamamoto, Yohei (4)

Rodríguez, Gabriel (3)

Martins, Luis (3)

Yabu, Tomoyoshi (2)

Chun, Sungju (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 (258)

Shahbaz, Muhammad (221)

Gil-Alana, Luis (196)

Taylor, Robert (190)

Leybourne, Stephen (178)

Balcilar, Mehmet (145)

Rodríguez, Gabriel (142)

Wohar, Mark (130)

Esteve, Vicente (124)

Carrion-i-Silvestre, Josep (119)

Miller, Stephen (116)

Cites to:

Bai, Jushan (97)

Andrews, Donald (83)

Qu, Zhongjun (56)

Phillips, Peter (54)

Campbell, John (50)

Stock, James (43)

Ploberger, Werner (37)

Granger, Clive (35)

Vogelsang, Timothy (32)

Ng, Serena (32)

Watson, Mark (32)

Main data


Where Pierre Perron has published?


Journals with more than one article published# docs
Journal of Econometrics16
Econometric Theory12
Econometrica6
Journal of Business & Economic Statistics6
Journal of Time Series Analysis6
Economics Letters5
Econometrics Journal4
Journal of Empirical Finance3
Econometrics Journal3
Econometric Reviews3
Empirical Economics2
Applied Economics2
Oxford Bulletin of Economics and Statistics2
L'Actualit Economique2
Journal of Applied Econometrics2
Econometrics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics74
Papers / arXiv.org6
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Boston College Working Papers in Economics / Boston College Department of Economics2
Working Papers / University of Ottawa, Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Pierre Perron (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117.

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2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392.

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2017No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Schularick, Moritz ; Knoll, Katharina. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53.

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2017Does Home Production Drive Structural Transformation?. (2017). Moslehi, Solmaz ; Moro, Alessio ; Tanaka, Satoshi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:116-46.

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2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

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2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:11-17.

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2017Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/018.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case. (2018). Sekmen, Fuat ; Madmarov, Nurbek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:137-166.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017An enquiry into the dynamics of real oil prices: A state space approach. (2017). Hazrana, Jaweriah ; Nazrana, Aaisha . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:197-212.

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2017Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2018SOME STYLIZED FACTS ON EXTERNAL SHOCKS AND INFLATION UPSURGE IN BRAZIL, 1951-1985. (2018). Pinkusfeld, Carlos Bastos ; Bielschowsky, Ricardo ; de Medeiros, Julia ; Bastian, Eduardo F. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:25.

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2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Pierre PerronITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

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2017Causality between Government Expenditure and Government Revenue in Nigeria. (2017). Abdulrasheed, Balogun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:91-98.

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2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

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2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

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2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

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2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

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2018Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chiou, Yan-Yu ; Chen, Jau-Er . In: Papers. RePEc:arx:papers:1705.09418.

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2017Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216.

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2017An Alternative Estimation Method of a Time-Varying Parameter Model. (2017). Noda, Akihiko ; Wada, Tatsuma ; Ito, Mikio . In: Papers. RePEc:arx:papers:1707.06837.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Orlando, Giuseppe ; Bufalo, Michele ; Mininni, Rosa Maria. In: Papers. RePEc:arx:papers:1806.03683.

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2017The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027.

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2018Re-Examining the Mean Reversion of Inflation Rate in ECOWAS. (2018). Guy, Drama Bedi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:653-668.

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2017Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028.

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2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

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2018The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: Review of Economics & Finance. RePEc:bap:journl:180205.

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2017Capital inflows, crisis and recovery in small open economies. (2017). Kinsella, Stephen ; Zoega, Gylfi ; Raza, Hamid. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1709.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717.

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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Bartoletto, Silvana ; Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2018Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609.

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2017Cyclical Multiplier and Zero Low Bound Effects of Government Expenditure on Economic Growth: Evidence for Greece. (2017). Alexiou, Constantinos ; Nellis, Joseph G. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:119-133.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Chua, Chew ; Suardi, Sandy ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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2017MULTIPLE THRESHOLDS IN THE NEXUS BETWEEN WORKING HOURS AND PRODUCTIVITY. (2017). Lee, Dongyeol ; Lim, Hyunjoon. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:4:p:716-734.

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2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.

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2017Schumpeterian and semi-endogenous productivity growth explanations. (2017). Fedderke, Johannes ; Liu, Yang. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:1:p:111-137.

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2017Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21.

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2017Heterogeneous change point inference. (2017). Pein, Florian ; Munk, Axel ; Sieling, Hannes . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1207-1227.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2017Detecting at-Most-m Changes in Linear Regression Models. (2017). Pouliot, William ; Horvath, Lajos ; Wang, Shixuan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

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2017Monitoring Parameter Constancy with Endogenous Regressors. (2017). Perron, Pierre ; Kurozumi, Eiji ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:791-805.

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2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980.

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2017Did Purchasing Power Parity Hold in Medieval Europe?. (2017). Bell, Adrian ; Moore, Tony K ; Brooks, Chris. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Can a Higher Inflation Target Reduce Inflation Volatility?. (2017). Karras, Georgios. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:777-791.

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2017The Wage Inflation-Unemployment Curve at the Macroeconomic Level. (2017). Saglio, Sophie ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:55-78.

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2017Partial Structural Break Identification. (2017). Han, Chulwoo ; Taamouti, Abderrahim . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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2017A Simple Approach for Diagnosing Instabilities in Predictive Regressions. (2017). Pitarakis, Jean-Yves. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:851-874.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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2017Effects of Financial Crises on Productivity, Capital and Employment. (2017). Oulton, Nicholas ; Fox, Kevin ; Sebastia-Barriel, Maria . In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i::p:s90-s112.

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2017SOME CORRELATES OF RURAL-URBAN LED URBANIZATION IN LAGOS, NIGERIA. (2017). BOKANA, KOYE ; Shobande, Olatunji Abdul ; Oke, David Mautin. In: Review of Urban & Regional Development Studies. RePEc:bla:revurb:v:29:y:2017:i:3:p:185-195.

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2017Growth in a time of austerity: evidence from the UK. (2017). Middleditch, Paul ; Amann, Juergen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:349-375.

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2017The feasibility of currency union in Gulf Cooperation Council countries: A business cycle synchronisation view. (2017). Essaadi, Essahbi. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2153-2171.

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2017Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

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2017External Asymmetries in the Euro Area and the Role of Foreign Direct Investment. (2017). Sarantides, Vassilis ; Christodoulakis, Nicos. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:393-423.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Current account dynamics and the real exchange rate: disentangling the evidence. (2017). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini ; Bussiere, Matthieu. In: Working Papers. RePEc:bog:wpaper:239.

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2017Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --. (2017). Sudo, Nao ; Iwasaki, Yuto . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e11.

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2017Inflationary Thresholds, Financial Development and Economic Growth: New Evidence from Two West African Countries. (2017). Odhiambo, Nicholas ; Nicholas, Odhiambo ; Bernard, Njindan Iyke . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:11:n:1.

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Μπραγουδάκης, Ζαχαρίας ; Bragoudakis, Zacharias ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

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2017Specification analysis in regime-switching continuous-time diffusion models for market volatility. (2017). Ruijun, BU ; Kaddour, Hadri ; Jie, Cheng . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:65-80:n:3.

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2018Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Liu, Xiaochun ; Xiaochun, Liu ; Richard, LUGER. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4.

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2017Robust Inference and Testing of Continuity in Threshold Regression Models. (2017). Seo, Myunghwan ; Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:590.

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2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

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2017Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6571.

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2017Competition in the International Niobium Market: An Econometric Study. (2017). Silveira, Jilison W ; Resende, Marcelo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6715.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6728.

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2017Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Trani, Tommaso ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6968.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Rault, Christophe ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2017Trend TFP Growth in the United States: Forecasts versus Outcomes. (2017). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:329.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2017Balance comercial y volatilidad del tipo de cambio nominal: Un estudio de series de tiempo para Colombia. (2017). Clavijo, Pedro Hugo . In: REVISTA ECONOMÍA & REGIÓN. RePEc:col:000411:015716.

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2017Trend TFP Growth in the United States: Forecasts versus Outcomes. (2017). Crafts, Nicholas ; Mills, Terence C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12029.

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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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This paper has another version. Agregated cites: 5
paper
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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paper5
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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This paper has another version. Agregated cites: 5
paper
2018Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
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paper0
2001Generalized Laplace Inference in Multiple Change-Points Models.(2001) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Continuous Record Asymptotics for Structural Change Models In: Papers.
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paper0
2017Continuous Record Asymptotics for Structural Change Models.(2017) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
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paper0
2017Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2017) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Structural Breaks in Time Series In: Papers.
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paper0
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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paper0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article463
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: 463
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]
article100
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
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article114
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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article72
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
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paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
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article88
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]
article390
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
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* In: Journal of Time Series Analysis.
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article47
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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article59
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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article1
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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article0
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
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article31
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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article1
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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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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paper1537
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.
[Citation analysis]
paper139
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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paper37
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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paper3
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]
paper66
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.
[Citation analysis]
paper51
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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paper18
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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paper23
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.
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paper83
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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paper11
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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paper5
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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paper6
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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paper3
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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paper
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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paper109
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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paper6
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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paper43
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.
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paper21
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
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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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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.
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paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
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paper5
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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paper5
2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
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paper31
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.
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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.
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paper12
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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paper17
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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paper
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]
paper5
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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paper16
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
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article
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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paper6
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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article
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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paper1
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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paper4
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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article
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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paper3
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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paper5
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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paper0
2013Statistically-derived contributions of diverse human influences to 20th century temperature changes In: Boston University - Department of Economics - Working Papers Series.
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paper9
2013Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series.
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paper15
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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paper0
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.
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2015A Comparison of Alternative Methods to Construct 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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2015Forecasting in the presence of in and out of sample breaks In: Boston University - Department of Economics - Working Papers Series.
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2015Inference on Locally Ordered Breaks in Multiple Regressions In: Boston University - Department of Economics - Working Papers Series.
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paper0
2017Inference on locally ordered breaks in multiple regressions.(2017) In: Econometric Reviews.
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2015Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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2000Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers.
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1995An Analysis of the Real Interest Rate Under Regime Shifts In: CIRANO Working Papers.
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