Search Results - subject:"structural changes"

Noguera, José - In: Energy economics 37 (2013), pp. 60-67

Persistent link: https://www.econbiz.de/10011591168

Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run

Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 22/24, pp. 3412-3528

Persistent link: https://www.econbiz.de/10010345346

Discussion : future domestic and international competitiveness of the southern fruit and vegetable industry

Fonsah, Esendugue G.; Awondo, Sebastain Nde - In: Journal of agricultural and applied economics 45 (2013) 3, pp. 481-484

Persistent link: https://www.econbiz.de/10010208643

Implications of US trade agreements and US nutrition policies for produce production, demand, and trade

Palma, Marco A.; Ribera, Luis A.; Bessler, David A. - In: Journal of agricultural and applied economics 45 (2013) 3, pp. 465-480

Persistent link: https://www.econbiz.de/10010208652

Hedging with Chinese aluminum futures : international evidence with return and volatility spillover indices under structural breaks

Lau, Chi Keung; Bilgin, Mehmet Huseyin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 37-48

Persistent link: https://www.econbiz.de/10009743748

An omnibus test to detect time-heterogeneity in time series

Guégan, Dominique; Peretti, Philippe - In: Computational Statistics 28 (2013) 3, pp. 1225-1239

This paper focuses on a procedure to test for structural changes in the first two moments of a time series, when no … test in the sense that it covers both the pure discrete structural changes and some continuous changes models. To some …

Persistent link: https://www.econbiz.de/10010998533

Solving Linear Rational Expectations Models with Predictable Structural Changes

Cagliarini, Adam; Kulish, Mariano - In: The Review of Economics and Statistics 95 (2013) 1, pp. 328-336

anticipated structural changes. These events encompass anticipated changes to the structural parameters and also anticipated …

Persistent link: https://www.econbiz.de/10011009902

Modeling the Volatility of the Dow Jones Islamic Market World Index Using a Fractionally Integrated Time Varying GARCH (FITVGARCH) Model

Nasr, Adnen Ben; Ajmi, Ahdi N.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

securities and risk management. Further, a large body of research has suggested that both long memory and structural changes … the conditional volatility of the DJIM returns, accounting for both long memory and structural changes, we allow the … simultaneously long-memory and structural changes in the volatility process of asset returns. …

Persistent link: https://www.econbiz.de/10010755815

How Structural Changes Affect Enterprises’ Expectations about Employment in Serbia?

Ognjenovic, Kosovka - In: Economic Analysis 46 (2013), pp. 141-151

This article examines enterprises’ responses to structural changes in the economy of Serbia caused by both transitional …

Persistent link: https://www.econbiz.de/10010757266

Oil prices: Breaks and trends

Noguera, José - In: Energy Economics 37 (2013) C, pp. 60-67

structural changes in real oil prices without facing the circular testing problem between structural changes and stationary …

Persistent link: https://www.econbiz.de/10010868753