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| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
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Herd behavior and contagion effects of the COVID-19 |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Isiaka Akande Raifu |
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Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Joseph Siani |
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The impact of remittances on human development in developing countries: an empirical evidence from cross-sectionally dependent heterogeneous panel data with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Zeineb Gouasmi and Riadh El Ferktaji |
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Detecting and date-stamping unsustainability: The case of Tunisian Budget Deficit |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Sébastien Charles |
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Fiscal multipliers and policies in France and Italy: What has happened in the decade after the Great Recession? |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Stephen Bazen and Jean-marie Cardebat |
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Why have Bordeaux wine prices become so difficult to forecast ? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 17 2020 |
Ha-chi Le and Thai-ha Le |
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Foreign Direct Investment Inflows and Economic Growth in Singapore: an Empirical approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
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Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2020 |
Dinci J. Penzin and Afees A. Salisu |
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Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 26 2019 |
Amélie Charles and Olivier Darné |
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Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 18 2019 |
Esra Hasdemir , Tolga Omay and Zulal S Denaux |
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Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 13 2018 |
Jennifer Hafer , Logan Kelly and Marina Onken |
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Evaluating the efficacy of regulatory and technological innovation on carbon dioxide emissions: An application of structural break analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 02 2018 |
José César Cruz Junior , Daniel H D Capitani and Rodrigo L F Silveira |
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The effect of Brazilian corn and soybean crop expansion on price and volatility transmission |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 21 2018 |
Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan |
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Are Fluctuations in Military Spending Transitory or Permanent? International Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 21 2018 |
Nicoleta Iliescu |
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Long-run co-movements between oil prices and rig count in the presence of structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 23 2018 |
Jagadish Prasad Sahu and Sitakanta Panda |
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Political regime persistence and economic growth in Odisha: An empirical assessment of the Naveen Patnaik rule |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 27 2017 |
Daniel A. P. Uhr , Julia G. Z. Uhr and Regis A. Ely |
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A synthetic control approach on Chile's transition to democracy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 16 2017 |
Md zulquar Nain , Sai sailaja Bharatam and Bandi Kamaiah |
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Electricity consumption and NSDP nexus in Indian states: a panel analysis with structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2017 |
Aysegul Corakcı , Furkan Emirmahmutoglu and Omay Tolga |
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PPP hypothesis and temporary structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 14 2017 |
Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud |
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Short- and long-run causality across the implied volatility of crude oil and agricultural commodities |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 29 2017 |
Mohamed Amine Boutabba and Sandrine Lardic |
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Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 10 2016 |
Djamel Kirat and Ibrahim Ahamada |
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Evidence for threshold effects in the pass-through of carbon prices to wholesale electricity prices |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 27 2016 |
Hichem Saidi , Khaled Guesmi and Houssem Rachdi |
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Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 29 2016 |
Vinod Mishra and Ankita Mishra |
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Is there a Modi effect in per Capita Income of Gujarat? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2016 |
Afees A. Salisu |
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Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 22 2016 |
Dirk Ulbricht |
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It is not structural breaks that earn average forecasts their fame |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 24 2016 |
Najibullah Hassanzoy , Shoichi Ito , Hiroshi Isoda and Yuichiro Amekawa |
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A comparison of asymmetric price transmission from global to domestic markets between high and low quality grains: a case of Afghan rice markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 04 2016 |
Jorge Garza-Rodriguez , Cecilia I. Andrade-Velasco , Karen D. Martinez-Silva , Francisco D. Renteria-Rodriguez and Pedro A. Vallejo-Castillo |
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The relationship between population growth and economic growth in Mexico |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 02 2015 |
Franck Martin and Mai lan Nguyen |
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Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 02 2015 |
Katsuhiro Sugita |
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Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 22 2015 |
Kentaka Aruga |
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Testing the International Crude Oil Market Integration with Structural Breaks |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 13 2014 |
Ousama Ben-Salha and Maamar Sebri |
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A multivariate analysis of the causal flow between renewable energy consumption and GDP in Tunisia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 05 2014 |
Juan carlos Cuestas and Barry Harrison |
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Unemployment hysteresis in the EU15: Has anything changed? |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 25 2014 |
Mohamed Siry Bah |
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Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 03 2014 |
Cleomar Gomes da Silva and Flávio Vilela Vieira |
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BRICS countries: real interest rates and long memory |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 12 2014 |
Olalekan Bashir Aworinde |
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Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 23 2013 |
Mohammed I Shuaibu and Mutiu A Oyinlola |
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Do structural breaks matter in the growth-environment nexus in Nigeria? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2013 |
Alexander Ludwig |
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Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 05 2013 |
Dimitris Hatzinikolaou , Theodore Simos and Agathi Tsoka |
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Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 04 2013 |
Junsoo Lee and Mark C. Strazicich |
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Minimum LM unit root test with one structural break |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 03 2013 |
Daniel Ventosa-santaulària , Manuel Gómez-zaldívar and Lizet A Pérez |
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Long-run relationship with shifts between Mexican current account revenues and expenditures |
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Abstract Contact Information Citation Full Text - Note |
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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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| Jan 11 2012 |
Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori |
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Exploring the dynamic interdependence between gold and other financial markets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 12 2011 |
Vatthanamixay Chansomphou and Masaru Ichihashi |
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The impact of trade openness on the incomes of four South East Asian countries before and after the Asian financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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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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| Nov 08 2010 |
Kamel malik Bensafta |
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Non-stationary Variance and Volatility Causality |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 08 2010 |
Prakash Singh and Manoj Kumar Pandey |
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Financial Innovation and Stability of Money Demand Function in Post–reform period in India |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2010 |
Charbel Bassil |
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An analysis of the ex post Fisher hypothesis at short and long term |
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Abstract Contact Information Citation Full Text - Note |
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| May 27 2010 |
Julien Chevallier |
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A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices |
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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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| Apr 08 2008 |
Jamel JOUINI and Karim BARHOUMI |
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Revisiting the decline in the exchange rate pass-through: further evidence from developing countries |
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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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| Aug 22 2007 |
Avik Chakraborty |
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Learning, Forward Premium Puzzle and Exchange Rate Fundamentals under Sticky Prices |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2007 |
Luis Gil-Alana |
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Seasonal fractional integration with structural break. An application to the German GNP data |
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Abstract Contact Information Citation Full Text - Note |
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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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| Sep 01 2005 |
Kian-Ping Lim , M. Azali and Hock-Ann Lee |
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Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? |
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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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| Nov 23 2003 |
Kyongwook Choi , William Shambora and Chulho Jung |
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Macroeconomic Effects of Inflation Targeting Policy in New Zealand |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 22 2002 |
Konstantin A. Kholodilin |
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Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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