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~person:"Leybourne, Stephen James"
~person:"Peel, David"
~subject:"Explosive autoregression"
~subject:"Großbritannien"
~type:"article"
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Explosive autoregression
Großbritannien
Time series analysis
77
Zeitreihenanalyse
77
Theorie
36
Theory
36
Einheitswurzeltest
22
Estimation theory
22
Schätztheorie
22
Unit root test
22
Structural break
15
Strukturbruch
15
Estimation
13
Schätzung
13
Statistical test
12
Statistischer Test
12
USA
11
United States
11
United Kingdom
10
Kaufkraftparität
8
Purchasing power parity
8
Nichtlineare Regression
7
Nonlinear regression
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Bubbles
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Börsenkurs
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Deutschland
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Germany
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Share price
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Spekulationsblase
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Volatility
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Volatilität
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Autocorrelation
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Autokorrelation
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Japan
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Arbeitslosigkeit
3
Bootstrap approach
3
Bootstrap-Verfahren
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English
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Leybourne, Stephen James
Peel, David
Gil-Alaña, Luis A.
25
Mills, Terence C.
16
Caporale, Guglielmo Maria
10
Hendry, David F.
9
Greasley, David
8
Oxley, Les
8
Franses, Philip Hans
7
Moosa, Imad A.
6
Harvey, David I.
5
Speight, Alan E. H.
5
Allen, David E.
4
Chambers, Marcus J.
4
Gupta, Rangan
4
Hall, Stephen G.
4
Hughes Hallett, Andrew
4
McMillan, David G.
4
Taylor, Robert
4
Candelon, Bertrand
3
Clements, Michael P.
3
Cook, Steven
3
Coshall, John T.
3
Crafts, Nicholas
3
Doornik, Jurgen A.
3
Engsted, Tom
3
Harvey, Andrew C.
3
Koop, Gary
3
Koopman, Siem Jan
3
McAleer, Michael
3
Miller, Stephen M.
3
Osborn, Denise R.
3
Rees, William
3
Shephard, Neil G.
3
Smith, Richard J.
3
Taylor, Mark P.
3
Weale, Martin
3
Bahmani-Oskooee, Mohsen
2
Baxter, J. L.
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Breitung, Jörg
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Applied economics
3
Econometric reviews
3
Applied financial economics
1
Economica
1
Economics letters
1
International economic review
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Journal of applied econometrics
1
Journal of empirical finance
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Journal of international money and finance
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Journal of the Royal Statistical Society
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
122
(
2014
)
1
,
pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
Saved in:
5
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Saved in:
6
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
7
Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies
Peel, David
;
Speight, Alan E. H.
- In:
Applied economics
32
(
2000
)
6
,
pp. 705-715
Persistent link: https://www.econbiz.de/10001521059
Saved in:
8
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.
;
Peel, David
- In:
Journal of international money and finance
19
(
2000
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
Saved in:
9
Threshold nonlinearities in output : some international evidence
Peel, David
- In:
Applied economics
30
(
1998
)
3
,
pp. 323-333
Persistent link: https://www.econbiz.de/10001243873
Saved in:
10
The nonlinear time series properties of unemployment rates : some further evidence
Peel, David
- In:
Applied economics
30
(
1998
)
2
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001241289
Saved in:
1
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