Search Results - subject:"smooth breaks"

Revisit hysteresis unemployment in eastern European countries using quantile regression

Xie, Hong; Chang, Tsangyao; Grigorescu, Adriana; Hung, Ken - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 5, pp. 522-537

Persistent link: https://www.econbiz.de/10012152810

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

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 linear unit root tests, when we account for sharp shifts and smooth breaks …

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

Purchasing power parity in transition countries: Panel stationary test with smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-Pao - In: International Journal of Financial Studies 3 (2015) 2, pp. 153-161

This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995 - 2011 period. We apply a recently introduced panel stationary test, which...

Persistent link: https://www.econbiz.de/10011708979

Purchasing power parity in transition countries : panel stationary test with smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-pao - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 153-161

Persistent link: https://www.econbiz.de/10011308453