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subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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United States
Structural break
Time series analysis
84
Zeitreihenanalyse
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Estimation
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Abakah, Emmanuel Joel Aikins
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Gil-Alaña, Luis A.
2
Xie, Zixiong
2
Abiyev, Vasif
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Ahmad, Ahmad Hassan
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International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Applied economics
75
Economics letters
68
Working paper / National Bureau of Economic Research, Inc.
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of econometrics
53
International journal of forecasting
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Economic modelling
48
Journal of applied econometrics
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Journal of macroeconomics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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The review of economics and statistics
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CREATES research paper
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Journal of monetary economics
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Oxford bulletin of economics and statistics
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Econometric reviews
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Applied financial economics
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Economics and finance working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The review of financial studies
17
Journal of economic dynamics & control
16
Journal of empirical finance
16
Macroeconomic dynamics
16
American journal of agricultural economics
15
Finance and economics discussion series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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1
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
2
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
3
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
4
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
5
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
6
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
7
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
8
Does the US current account show a symmetric behavior over the business cycle?
Duncan, Roberto
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 202-219
Persistent link: https://www.econbiz.de/10011624701
Saved in:
9
An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat
;
Abiyev, Vasif
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
Saved in:
10
The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates
Ahmad, Ahmad Hassan
;
Aworinde, Olalekan Bashir
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 144-159
Persistent link: https://www.econbiz.de/10011626334
Saved in:
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