Search Results - subject:"Structural breaks models"

Narrow search

Breaks or long memory behaviour : an empirical investigation

Charfeddine, Lanouar; Guegan, Dominique - HAL - 2012

Are structural breaks models true switching models or long memory processes ? The answer to this question remain …

Persistent link: https://www.econbiz.de/10010930163

Breaks or Long Memory Behaviour : An empirical Investigation

Charfeddine, Lanouar; Guegan, Dominique - HAL - 2009

Are structural breaks models true switching models or long memory processes ? The answer to this question remain …

Persistent link: https://www.econbiz.de/10010738612

Breaks or long memory behaviour : An empirical investigation.

Charfeddine, Lanouar; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009

Are structural breaks models true switching models or long memory processes ? The answer to this question remain …

Persistent link: https://www.econbiz.de/10005012509

Which is the best model for the US inflation rate : a structural changes model or a long memory process ?

Charfeddine, Lanouar; Guegan, Dominique - HAL - 2007

This paper analyzes the dynamics of the US inflation series using two classes of models : structural changes models and Long memory processes. For the first class, we use the Markov Switching (MS-AR) model of Hamilton (1989) and the Structural Change (SCH-AR) model using the sequential method...

Persistent link: https://www.econbiz.de/10010750804

Which is the best model for the US inflation rate : a structural changes model or a long memory.

Charfeddine, Lanouar; Guégan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007

Persistent link: https://www.econbiz.de/10005670865