Narrow search
Showing 1 - 10 of 497,559
Cover Image
Structural Break Tests Robust to Regression Misspecification
Abi Morshed, Alaa - 2016
unemployment growth and interest rate growth series around the Great Moderation, the evidence for these breaks disappears when … using the unconditional tests. Therefore, there is no evidence of long-run mean or volatility shifts in unemployment growth …
Persistent link: https://www.econbiz.de/10012993223
Cover Image
Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa - 2017
Persistent link: https://www.econbiz.de/10011659838
Cover Image
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Cover Image
Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
Cover Image
Misspecification of the breaking date in series with a change in the growth rate : effect on the LBI test for stationarity
Presno, Maria José; Ramos, Carmen - In: Applied economics letters 14 (2007) 10/12, pp. 845-850
Persistent link: https://www.econbiz.de/10003589447
Cover Image
Time series evidence of unemployment flows : the sample period matters
Merz, Monika - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 324-334
Persistent link: https://www.econbiz.de/10001410714
Cover Image
Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010
Persistent link: https://www.econbiz.de/10003920144
Cover Image
Mean-shifts and long-memory in the US ex-post real interest rate
Jouini, Jamel - In: Finance India : the quarterly journal of Indian … 23 (2009) 1, pp. 161-184
Persistent link: https://www.econbiz.de/10008842084
Cover Image
Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2009
Persistent link: https://www.econbiz.de/10003877152
Cover Image
Multiple unknown breaks, the expectations hypothesis of the term structure and monetary policy settings
Detken, Annette; Kugler, Peter - In: Applied economics quarterly 49 (2003) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001788741