Search Results - subject:"structural changes"

Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998

Nielsen, Hannah; Tullio, Giuseppe; Wolters, Jürgen - In: International Economics and Economic Policy 1 (2004) 1, pp. 73-85

. This period has been characterized by major structural changes in the Italian financial system and by major changes in …

Persistent link: https://www.econbiz.de/10008776360

Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation

Choi, Kyongwook; Zivot, Eric - EconWPA - 2003

Persistent link: https://www.econbiz.de/10005556271

Breaking the panels. An application to the GDP per capita

Silvestre, Josep Lluis Carrion; Castro, Tomas del Barrio; … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2003

This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for the presence of multiple structural breaks. Two different specications are considered depending on the structural breaks affecting the individual effects and/or the time trend. The model is exible...

Persistent link: https://www.econbiz.de/10005022398

Le Rapport Industrie - Agriculture Et Le Developpement Economique

Albu, Lucian-Liviu - Volkswirtschaftliche Fakultät, … - 1991

models to simulate the structural changes and to quantify their impact on the general process of economic development are … proposed. For Romania, as an eastern country prepared to enter in a long transition period, the impact of structural changes … structural changes on efficiency, energy and food consumption, quality of life, environment, etc. are comparatively analysed and …

Persistent link: https://www.econbiz.de/10008636501

Nonparametric monitoring of financial time series by jump-preserving control charts

Steland, Ansgar - In: Statistical Papers 43 (2002) 3, pp. 401-422

Persistent link: https://www.econbiz.de/10005391181

Estimating the locations and number of change points by the sample-splitting method

Chong, Terence - In: Statistical Papers 42 (2001) 1, pp. 53-79

Persistent link: https://www.econbiz.de/10005615792

On Long-term Forecasting of Social Security: A Robustness Analysis

Ermolieva, Tatiana; Mackellar, Landis; Westlund, Anders - In: Quality & Quantity: International Journal of Methodology 35 (2001) 1, pp. 33-48

Persistent link: https://www.econbiz.de/10009396072

The Changing Structure of UK Brewing and Pub Retailing

Knowles, Tim; Egan, David - In: International Journal of Wine Marketing 13 (2001) 2, pp. 59-72

This article charts the major structural changes that have occurred in both UK brewing and pub retailing during the …

Persistent link: https://www.econbiz.de/10014815545

A Time Series Model of Multiple Structural changes in Level, Trend and Variance

Wang, Jiahui; Zivot, Eric - EconWPA - 1999

the Bayesian approach using a small Monte Carlo experiment. As empirical examples, we investigate structural changes in …

Persistent link: https://www.econbiz.de/10005556395

Statistical Analysis of Temporal Variations of Seismicity Level in Some Italian Regions

Rotondi, Renata - In: Natural Hazards 19 (1999) 2, pp. 139-150

Rotondi and Pagliano considered the problem of identifying periods with different seismicity levels as a multiple-changepoint problem: after having estimated the complete part of the historical catalog related to a seismic source zone, inference was made about the number and the location of k...

Persistent link: https://www.econbiz.de/10010995568