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subject:"Kointegration"
~isPartOf:"Applied economics letters"
~isPartOf:"Research in international business and finance"
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Search: subject_exact:"Change-point analysis"
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Kointegration
Structural break
76
Strukturbruch
76
Time series analysis
30
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30
Estimation
24
Schätzung
24
Einheitswurzeltest
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Nazlıoğlu, Şaban
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Ahmed, Walid M. A.
1
Altuntas, Mehmet
1
Blot, Christophe
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Eroglu, İlhan
1
Garg, Bhavesh
1
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Applied economics letters
Research in international business and finance
Economic modelling
32
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29
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16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International Journal of Energy Economics and Policy : IJEEP
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CBN journal of applied statistics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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Theoretical and applied economics : GAER review
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Economics working paper series ...
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
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Journal of the Asia Pacific economy
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Oxford bulletin of economics and statistics
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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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International journal of economic perspectives : IJEP
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International review of applied economics
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Japan and the world economy : international journal of theory and policy
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Journal of banking & finance
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Margin: the journal of applied economic research
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Tourism analysis : an interdisciplinary tourism & hospitality journal
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CESifo working papers
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ECONIS (ZBW)
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1
Time-varying causality between money supply growth and inflation : new evidence from Turkey
Eroglu, İlhan
;
Yeter, Fatih
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3094-3098
Persistent link: https://www.econbiz.de/10014441925
Saved in:
2
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
3
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
4
Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint
- In:
Research in international business and finance
44
(
2018
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
Saved in:
5
Is there an optimal level of housing wealth in the long-run? : theory and evidence
Yetkiner, İbrahim Hakan
;
Nazlıoğlu, Şaban
- In:
Research in international business and finance
46
(
2018
),
pp. 257-267
Persistent link: https://www.econbiz.de/10011983644
Saved in:
6
Capital-enhanced equilibrium exchange rate : evidence from India
Prabheesh, K. P.
;
Garg, Bhavesh
- In:
Applied economics letters
25
(
2018
)
19
,
pp. 1393-1397
Persistent link: https://www.econbiz.de/10012137373
Saved in:
7
On the dynamic interactions between energy and stock markets under structural shifts : evidence from Egypt
Ahmed, Walid M. A.
- In:
Research in international business and finance
42
(
2017
),
pp. 61-74
Persistent link: https://www.econbiz.de/10011750186
Saved in:
8
A two step approach to examine the dynamics of market convergence
Karmann, Alexander
;
Ludwig, Alexander
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 284-288
Persistent link: https://www.econbiz.de/10010413835
Saved in:
9
Structural breaks and nonlinearity in US and UK public debts
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 653-657
Persistent link: https://www.econbiz.de/10009761809
Saved in:
10
Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.
;
Godwin, Ryan T.
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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