Search Results - subject:"Sharp and smooth breaks"

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011986542

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

Persistent link: https://www.econbiz.de/10011868262

Detecting housing price bubbles using panel unit roots tests

Korkmaz, Özge - In: Selected topics in applied econometrics, (pp. 87-115). 2019

Persistent link: https://www.econbiz.de/10012286929

Unemployment hysteresis in PIIGS countries : a new test with both sharp and smooth breaks

Li, Jing-Ping; Ranjbar, Omid; Chang, Tsangyao - In: The Singapore economic review : journal of the Economic … 62 (2017) 5, pp. 1165-1177

Persistent link: https://www.econbiz.de/10011790723

An empirical test of purchasing power parity for CASSH and BRICS countries : panel stationary test with both smooth and sharp breaks

Wu, Tsung-Pao - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 767-778

Persistent link: https://www.econbiz.de/10011718582

Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011668458

Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438

Persistent link: https://www.econbiz.de/10010460119