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~language:"eng"
~person:"Faff, Robert W."
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"Structural break"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
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Einheitswurzeltest
Structural break
Time series analysis
175
Zeitreihenanalyse
175
Estimation
156
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156
Australia
103
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103
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Faff, Robert W.
Gil-Alaña, Luis A.
Chang, Tsangyao
93
Taylor, Robert
61
Su, Chi-Wei
53
Leybourne, Stephen James
51
Narayan, Paresh Kumar
41
Westerlund, Joakim
41
Harvey, David I.
36
Perron, Pierre
36
Chang, Hsu-Ling
35
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34
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31
Caporale, Guglielmo Maria
30
Tiwari, Aviral Kumar
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
25
Ranjbar, Omid
23
Smyth, Russell
23
Omay, Tolga
22
Rodrigues, Paulo M. M.
22
Carrion i Silvestre, Josep Lluís
20
Cuestas, Juan Carlos
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Ramírez, Miguel D.
20
Cook, Steven
19
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19
Baharumshah, Ahmad Zubaidi
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Papell, David H.
15
Shin, Dong-wan
15
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15
Anoruo, Emmanuel
14
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Oxford bulletin of economics and statistics
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1
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
2
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:
3
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
5
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
6
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:
7
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
8
Iranian inflation : peristence and structural breaks
Gil-Alaña, Luis A.
;
Dadgar, Yadollah
;
Nazari, Rouhollah
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 398-408
Persistent link: https://www.econbiz.de/10012171203
Saved in:
9
Structural breaks in Brazilian tourism revenues : nveiling the impact of exchange rates and sports mega-events
Gil-Alaña, Luis A.
;
Figueiredo, Otávio
;
Wanke, Peter
- In:
Tourism management : research, policies, practice
74
(
2019
),
pp. 207-211
Persistent link: https://www.econbiz.de/10012128598
Saved in:
10
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
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