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| Jan 08 2013 |
Aymen Ben Rejeb |
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Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2012 |
Ibrahim ARISOY |
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Structural breaks and nonlinearities in hours worked: are they really nonstationary? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
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Are the emerging bric stock markets efficient? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 03 2012 |
Paresh Kumar Narayan and Stephan Popp |
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Comparing the small sample properties of two break Lagrange Multiplier unit root tests |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 24 2012 |
Tze-Haw Chan , Chee-Wooi Hooy and Ahmad Zubaidi Baharumshah |
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A structural VARX modelling of international parities between China and Japan in the liberalization era |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 19 2011 |
Yi-Chi Chen and Wei-Choun Yu |
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Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 20 2011 |
George Milunovich |
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Measuring the Impact of the GFC on European Equity Markets |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 06 2011 |
Kentaka Aruga and Shunsuke Managi |
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Tests on price linkage between the U.S. and Japanese gold and silver futures markets |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 17 2011 |
Aviral Kumar Tiwari |
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Are exports and imports cointegrated in India and China? An empirical analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 15 2011 |
Terence Tai-Leung Chong , Ning Zhang and Qu Feng |
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Structural Changes and Regional Disparity in China's Inflation |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 11 2010 |
Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini |
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Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Alper ASLAN |
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The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries |
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Abstract Contact Information Citation Full Text - Note |
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| May 11 2010 |
Ryan Compton and Syeed Khan |
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An examination of the stability of short-run Canadian stock predictability
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
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On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Jamel JOUINI and Mohamed Boutahar |
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The finite-sample properties of bootstrap tests in multiple structural change models |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Dara Long |
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The Long-Run of Purchasing Power Parity: The Case of Japan |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 06 2010 |
Masafumi Kozuka |
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On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks
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Abstract Contact Information Citation Full Text - Note |
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| Oct 05 2009 |
Ahmad Zubaidi Baharumshah and Evan Lau |
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Structural breaks and the twin deficits hypothesis:
Evidence from East Asian countries
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Abstract Contact Information Citation Full Text - Note |
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| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
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Analysis of structural breaks in the stock market integration of mexico into world |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 01 2009 |
Nilgün Çil Yavuz |
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Purchasing power parıty with multiple structural breaks: evidence from Turkey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 03 2009 |
Abhijit Sharma , Kelvin G Balcombe and Iain M Fraser |
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Non-renewable resource prices: Structural breaks and long term trends |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2009 |
Tsangyao Chang , Gengnan Chiang and Yichun Zhang |
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Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2008 |
Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés |
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Granger-Causality in the presence of structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 30 2008 |
Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee |
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Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 19 2008 |
Jean-François Hoarau |
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Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 16 2008 |
Juan Carlos Cuestas and Paulo José Regis |
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Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 21 2008 |
JAWADI Fredj |
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Does nonlinear econometrics confirm the macroeconomic models of consumption? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 06 2008 |
Duc NGUYEN |
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An empirical analysis of structural changes in emerging market volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 30 2007 |
Christophe Rault and António Afonso |
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Should we care for structural breaks when assessing fiscal sustainability? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2007 |
Chien-Chiang Lee and Chun-Ping Chang |
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Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 10 2007 |
Jamel JOUINI and Mohamed BOUTAHAR |
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wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 17 2004 |
Valerie Mignon and Gilles Dufrenot |
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Modeling the French Consumption Function Using SETAR Models |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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