Search Results - subject:"Breakpoints"

Examining the response of house prices to supply using a Markov regime switching approach: The case of the Irish housing market

Egan, Paul; McQuinn, Kieran - 2022

Understanding the impact of housing supply on housing price inflation is a particularly important issue from a policy-maker's perspective. Notwithstanding the impact of the great financial crisis (GFC) in 2007/08, the past 25 years has seen a significant increase in housing prices across a...

Persistent link: https://www.econbiz.de/10014304162

External factors and economic growth in Tunisia : ARDL approach with structural change analysis

Ayouni, Saif E.; Farhani, Ramzi; Hamdaoui, Mekki - In: Arab economic and business journal 14 (2022) 2, pp. 99-115

Persistent link: https://www.econbiz.de/10013433560

Examining the response of house prices to supply using a Markov regime switching approach : the case of the Irish housing market

Egan, Paul; McQuinn, Kieran - 2022

Persistent link: https://www.econbiz.de/10013362190

A trade hierarchy of cities based on transport cost thresholds

Díaz-Lanchas, Jorge; Zofío, José L.; Llano Verduras, … - In: Regional studies : official journal of the Regional … 56 (2022) 8, pp. 1359-1376

Persistent link: https://www.econbiz.de/10013375085

On the analysis of food and oil markets in Nigeria : what prices tell us from asymmetric and partial structural change modeling?

Gummi, Umar Muhammad; Rong, Yang; Bello, Utiya; Umar, … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 52-64

Persistent link: https://www.econbiz.de/10012587083

A trade hierarchy of cities based on transport cost thresholds

Diaz-Lanchas, Jorge; Llano Verduras, Carlos; Zofío, … - 2019

structurally with distance. These breakpoints allow us to split the sample when controlling for internal borders, and to define …

Persistent link: https://www.econbiz.de/10012055395

A trade hierarchy of cities based on transport cost thresholds

Diaz-Lanchas, Jorge; Llano Verduras, Carlos; Zofío, … - 2019

structurally with distance. These breakpoints allow us to split the sample when controlling for internal borders, and to define …

Persistent link: https://www.econbiz.de/10011992496

U.S. stock market P/E ratios, structural breaks, and long-term stock returns

Baek, Chung; Lee, Ingyu - In: Journal of business economics and management 19 (2018) 1, pp. 110-123

breakpoints in the market P/E ratio and find that those structural changes are significantly perceived over the long run. Unlike …

Persistent link: https://www.econbiz.de/10012174724

U.S. stock market P/E ratios, structural breaks, and long-term stock returns

Baek, Chung; Lee, Ingyu - In: Journal of Business Economics and Management (JBEM) 19 (2018) 1, pp. 110-123

breakpoints in the market P/E ratio and find that those structural changes are significantly perceived over the long run. Unlike …

Persistent link: https://www.econbiz.de/10015401177

Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations: Evidence from Nigeria

Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN Journal of Applied Statistics 07 (2016) 1, pp. 333-358

This paper tested for the validity of the Fisher hypothesis in Nigeria during the period 1970 - 2014. The Gregory and Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation, albeit with a structural break in October 2005. In...

Persistent link: https://www.econbiz.de/10011961638