//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Structural change test"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Structural break
52
Strukturbruch
52
Time series analysis
28
Zeitreihenanalyse
28
Forecasting model
18
Prognoseverfahren
18
Estimation
17
Schätzung
17
Theorie
17
Theory
17
structural breaks
16
Cointegration
10
Estimation theory
10
Kointegration
10
Schätztheorie
10
Bruttoinlandsprodukt
5
Einheitswurzeltest
5
Gross domestic product
5
Inflation
5
National income
5
Nationaleinkommen
5
Unit root test
5
Volatility
5
Volatilität
5
Economic growth
4
Nichtlineare Regression
4
Nonlinear regression
4
Statistical distribution
4
Statistical test
4
Statistische Verteilung
4
Statistischer Test
4
VAR model
4
VAR-Modell
4
Wirtschaftswachstum
4
Bayes-Statistik
3
Bayesian inference
3
China
3
EU countries
3
EU-Staaten
3
Economic convergence
3
more ...
less ...
Online availability
All
Undetermined
34
Free
2
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Language
All
English
52
Author
All
Fernald, John G.
3
Hsu, Eric
3
Spiegel, Mark
3
Choi, Kyongwook
2
Christopulos, Dēmētrēs K.
2
Kejriwal, Mohitosh
2
León-Ledesma, Miguel A.
2
Schweikert, Karsten
2
Wied, Dominik
2
Zivot, Eric
2
Ahumada, Hildegart A.
1
Arezki, Rabah
1
Avalos, Fernando
1
Barakchian, S. Mahdi
1
Bastien, Alexia
1
Bec, Frédérique
1
Bewley, Ronald A.
1
Beylunioğlu, Fuat C.
1
Busetti, Fabio
1
Bårdsen, Gunnar
1
Candelon, Bertrand
1
Chen, Langnan
1
Chu, Ba
1
Enders, Walter
1
Eo, Yunjong
1
Ericsson, Neil R.
1
Fay, Damien
1
Franses, Philip Hans
1
Gadea, María Dolores
1
Geng, Qianjie
1
Gerlach, Richard
1
Ghoshray, Atanu
1
Guo, Mengmeng
1
Hadri, Kaddour
1
Hall, Stephen G.
1
Hao, Xianfeng
1
Hsieh, Chang-tai
1
Hultblad, Brigitta
1
Hyung, Namwon
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Journal of international money and finance
Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
128
Economic modelling
94
Journal of econometrics
82
Economics letters
80
Energy economics
63
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric reviews
27
International review of economics & finance : IREF
27
Working paper
26
International journal of forecasting
25
CESifo working papers
24
International Journal of Energy Economics and Policy : IJEEP
23
Oxford bulletin of economics and statistics
23
Discussion paper / Tinbergen Institute
19
Journal of banking & finance
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
The econometrics journal
19
The empirical economics letters : a monthly international journal of economics
19
Journal of applied econometrics
18
Econometric theory
17
Journal of macroeconomics
17
Research in international business and finance
17
Applied financial economics
16
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Econometrics : open access journal
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Finance research letters
15
Journal of economics and finance
15
Journal of empirical finance
15
NBER working paper series
15
CREATES research paper
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
CBN journal of applied statistics
13
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
50
of
52
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
2
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
3
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
5
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
6
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
7
Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
Saved in:
8
A monitoring procedure for detecting structural breaks in factor copula models
Manner, Hans
;
Stark, Florian
;
Wied, Dominik
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 171-192
Persistent link: https://www.econbiz.de/10012657681
Saved in:
9
Reprint: is China fudging its GDP figures? : evidence from trading partner data
Fernald, John G.
;
Hsu, Eric
;
Spiegel, Mark
- In:
Journal of international money and finance
114
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012888515
Saved in:
10
Comment on "Is China fudging its GDP figures? : evidence from trading partner data"
Hsieh, Chang-tai
- In:
Journal of international money and finance
114
(
2021
),
pp. 1-2
Persistent link: https://www.econbiz.de/10012888521
Saved in:
11
Is China fudging its GDP figures? : evidence from trading partner data
Fernald, John G.
;
Hsu, Eric
;
Spiegel, Mark
- In:
Journal of international money and finance
110
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012795348
Saved in:
12
The European growth synchronization through crises and structural changes
Uctum, Merih
;
Uctum, Remzi
;
Vijverberg, Chu-ping C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012437840
Saved in:
13
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
14
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
15
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
16
Regime switching with structural breaks in output convergence
Beylunioğlu, Fuat C.
;
Stengos, Thanasēs
;
Yazgan, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011897526
Saved in:
17
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
18
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
19
Forecast robustness in macroeconometric models
Bårdsen, Gunnar
;
Kolsrud, Dag
;
Nymoen, Ragnar
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 629-639
Persistent link: https://www.econbiz.de/10011861399
Saved in:
20
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
Saved in:
21
Structural changes in inflation dynamics : multiple breaks at different dates for different parameters
Eo, Yunjong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 211-231
Persistent link: https://www.econbiz.de/10011507522
Saved in:
22
Combination of forecasts across estimation windows : an application to air travel demand
Jungmittag, Andre
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 373-380
Persistent link: https://www.econbiz.de/10011580774
Saved in:
23
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
Saved in:
24
Grain prices, oil prices, and multiple smooth breaks in a VAR
Enders, Walter
;
Jones, Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 399-419
Persistent link: https://www.econbiz.de/10011649121
Saved in:
25
A non-linear forecast combination procedure for binary outcomes
Lahiri, Kajal
;
Yang, Liu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 421-440
Persistent link: https://www.econbiz.de/10011649134
Saved in:
26
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
27
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
28
Regime-switching cointegration
Jochmann, Markus
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
Saved in:
29
The changing dynamics of US inflation persistence : a quantile regression approach
Wolters, Maik H.
;
Tillmann, Peter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 161-182
Persistent link: https://www.econbiz.de/10011313590
Saved in:
30
Breaks, trends and unit roots in commodity prices : a robust investigation
Ghoshray, Atanu
;
Kejriwal, Mohitosh
;
Wohar, Mark E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10010347340
Saved in:
31
Do oil prices drive food prices? : the tale of a structural break
Avalos, Fernando
- In:
Journal of international money and finance
42
(
2014
),
pp. 253-271
Persistent link: https://www.econbiz.de/10010372663
Saved in:
32
Testing the Prebisch–Singer hypothesis since 1650 : evidence from panel techniques that allow for multiple breaks
Arezki, Rabah
;
Hadri, Kaddour
;
Loungani, Prakash
;
Rao, Yao
- In:
Journal of international money and finance
42
(
2014
),
pp. 208-223
Persistent link: https://www.econbiz.de/10010372665
Saved in:
33
Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
Saved in:
34
Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A.
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
Saved in:
35
Spurious regressions of stationary AR(p) processes with structural breaks
Chu, Ba
;
Kozhan, Roman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009515583
Saved in:
36
International output convergence, breaks, and asymmetric adjustment
Christopulos, Dēmētrēs K.
;
León-Ledesma, Miguel A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009521862
Saved in:
37
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
38
Detection of stationarity in nonlinear processes : a comparison between structural breaks and three-regime TAR models
Maki, Daiki
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009515140
Saved in:
39
Smooth breaks and non-linear mean reversion : post-Bretton-Woods real exchange rates
Christopulos, Dēmētrēs K.
;
León-Ledesma, Miguel A.
- In:
Journal of international money and finance
29
(
2010
)
6
,
pp. 1076-1093
Persistent link: https://www.econbiz.de/10009238986
Saved in:
40
Bayesian simultaneous determination of structural breaks and lag lengths
Hultblad, Brigitta
;
Karlsson, Sune
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009513626
Saved in:
41
Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle
Kejriwal, Mohitosh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513639
Saved in:
42
The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Lai, Kon-sun
- In:
Journal of international money and finance
27
(
2008
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10003628276
Saved in:
43
The transmission of aggregate supply and aggregate demand shocks in Japan : has there been a structural change?
Bec, Frédérique
;
Bastien, Alexia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009513645
Saved in:
44
Long memory and structural changes in the forward discount : an empirical investigation
Choi, Kyongwook
;
Zivot, Eric
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 342-363
Persistent link: https://www.econbiz.de/10003441997
Saved in:
45
Structural breaks and diversification : the impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets
Gerlach, Richard
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Journal of international money and finance
25
(
2006
)
6
,
pp. 974-991
Persistent link: https://www.econbiz.de/10003377936
Saved in:
46
Testing for multiple regimes in the tail behavior of emerging currency returns
Candelon, Bertrand
;
Straetmans, Stefan
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1187-1205
Persistent link: https://www.econbiz.de/10003394359
Saved in:
47
A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian
;
Bewley, Ronald A.
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
Saved in:
48
Convergence in euro-zone retail banking? : What interest rate pass-through tells us about monetary policy transmission, competition and integration
Sander, Harald
;
Kleimeier, Stefanie
- In:
Journal of international money and finance
23
(
2004
)
3
,
pp. 461-492
Persistent link: https://www.econbiz.de/10002030548
Saved in:
49
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
50
PPP and structural breaks : the peseta-sterling rate, 50 years of a floating regime
Sabaté, Marcela
;
Gadea, María Dolores
;
Serrano, José …
- In:
Journal of international money and finance
22
(
2003
)
5
,
pp. 613-627
Persistent link: https://www.econbiz.de/10001787724
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->