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subject:"Time series analysis"
~person:"Leybourne, Stephen James"
~subject:"Monetary policy"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Monetary policy
Theorie
54
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54
Einheitswurzeltest
25
Unit root test
25
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24
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8
Estimation theory
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Leybourne, Stephen James
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Woodford, Michael
39
Perron, Pierre
29
Taylor, Robert
28
Devereux, Michael B.
27
McCallum, Bennett T.
26
Svensson, Lars E. O.
26
Caporale, Guglielmo Maria
25
Di Bartolomeo, Giovanni
25
Lütkepohl, Helmut
25
Gupta, Rangan
24
Koop, Gary
24
Koopman, Siem Jan
24
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Waller, Christopher
22
Hughes Hallett, Andrew
21
Serletis, Apostolos
21
Tirelli, Patrizio
21
Walsh, Carl E.
21
Bullard, James Brian
20
Granger, C. W. J.
20
Hendry, David F.
20
Herwartz, Helmut
20
Mills, Terence C.
20
Newbold, Paul
20
Christiano, Lawrence J.
19
Ghysels, Eric
19
Hong, Yongmiao
19
Swanson, Norman R.
19
Uribe, Martín
19
Belke, Ansgar
18
Hassler, Uwe
18
Ireland, Peter N.
18
Lai, Ching-chong
18
Leeper, Eric M.
18
Petropoulos, Fotios
18
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Econometric reviews
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Economics letters
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of the Royal Statistical Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
24
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1
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
2
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
3
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
4
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
5
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
6
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
7
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
8
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
9
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
10
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
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