Search Results - subject:"STATIONARITY"

Non-stationary transition matrices: An overlooked issue in intra-distribution dynamics

Hierro, María; Maza, Adolfo - In: Economics Letters 103 (2009) 2, pp. 107-109

stationarity should be carried out routinely because the stationarity assumption could lead to misleading conclusions. …

Persistent link: https://www.econbiz.de/10005066276

Parasal Buyume ve Tuketici Enflasyonu Degisim Orani Arasindaki Nedensellik Iliskisi Uzerine Bir Deneme: Turkiye Ornegi

Korap, Levent - In: Istanbul University Econometrics and Statistics e-Journal 9 (2009) 1, pp. 56-74

In this paper the causality relationships between the inflationary process, experienced by the Turkish economy, and some main money supply measures have been tried to be investigated, and the direction of these relationships has also been aimed to be determined through the vector autoregression...

Persistent link: https://www.econbiz.de/10008482037

Modelling Good and Bad Volatility

Pelagatti, Matteo - In: Studies in Nonlinear Dynamics & Econometrics 13 (2009) 1, pp. 1595-1595

and sufficient conditions for weak and strict stationarity are derived.An application to the daily returns on the …

Persistent link: https://www.econbiz.de/10005246269

A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series

Stroe-Kunold, Esther; Werner, Joachim - In: Quality & Quantity: International Journal of Methodology 43 (2009) 6, pp. 913-940

Persistent link: https://www.econbiz.de/10009396250

Panel data stochastic convergence analysis of the Mexican regions

Carrion-i-Silvestre, Josep; German-Soto, Vicente - In: Empirical Economics 37 (2009) 2, pp. 303-327

Persistent link: https://www.econbiz.de/10008566207

Testing diffusion processes for non-stationarity

Hamrick, Jeff; Taqqu, Murad - In: Computational Statistics 69 (2009) 3, pp. 509-551

Hochberg (J R Stat Soc Ser B, 59:289–300, 1995), we develop a test for non-stationarity of a one-dimensional diffusion based on …

Persistent link: https://www.econbiz.de/10010759501

Reducing size distortions of parametric stationarity tests

Lanne, Markku; Saikkonen, Pentti - 2000

The use of asymptotic critical values in stationarity tests against the alternative of a unit rot process is known to …

Persistent link: https://www.econbiz.de/10010310185

Testing for Output Convergence: A Re-Examination

Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000

highlight some potential problems on interpreting results from some typical multivariate unit root and stationarity tests. …

Persistent link: https://www.econbiz.de/10010314892

Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung

Meier, Carsten-Patrick - 2000

This note shows that German real GDP follows a trend-stationary process. Both tests which have trend-stationarity as …

Persistent link: https://www.econbiz.de/10010265453

Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables

Skjerpen, Terje; Swensen, Anders Rygh - 2000

We consider testing for long-run homogeneity within a dynamic consumer demand system allowing for non-stationarities. The static long-run solution is assumed to follow the Linear Almost Ideal Demand System and we test for long-run homogeneity within this system utilizing a triangular...

Persistent link: https://www.econbiz.de/10011968059