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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
3
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
4
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
Using structural break inference for forecasting time series
Altansukh, Gantungalag
;
Osborn, Denise R.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10013440260
Saved in:
7
Estimation of a structural break point in linear regression models
Baek, Yae In
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
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8
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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9
An artificial intelligence approach to forecasting when there are structural breaks : a reinforcement learning-based framework for fast switching
Marcondes Pinto, Jeronymo
;
Marçal, Emerson Fernandes
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
4
,
pp. 1729-1759
Persistent link: https://www.econbiz.de/10014388850
Saved in:
10
Economic volatility and financial deepening in Sub-Saharan Africa : evidence from panel cointegration with cross-sectional heterogeneity and endogenous structural breaks
Singh, Vinay Kumar
;
Abosedra, Salah S.
;
Fakih, Ali
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2013-2038
Persistent link: https://www.econbiz.de/10014388913
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11
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
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12
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
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13
Real interest rate parity in the Pacific Rim countries : new empirical evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-chia
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1471-1515
Persistent link: https://www.econbiz.de/10014226368
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14
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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15
External adjustment with a common currency : the case of the euro area
Fuertes, Alberto
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2205-2238
Persistent link: https://www.econbiz.de/10013197289
Saved in:
16
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
Saved in:
17
Tests for segmented cointegration : an application to US governments budgets
Martins, Luís Filipe
;
Rodrigues, Paulo M. M.
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
2
,
pp. 567-600
Persistent link: https://www.econbiz.de/10013440317
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18
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
19
Is gold a useful hedge against inflation across multiple time horizons?
Xu, Yingying
;
Su, Chi-Wei
;
Ortiz, Jaime
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1175-1189
Persistent link: https://www.econbiz.de/10012490514
Saved in:
20
Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function
Aragón, Edilean Kleber da Silva Bejarano
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1221-1243
Persistent link: https://www.econbiz.de/10012490526
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21
Structural breaks, debt limits and the tax smoothing hypothesis : theory and evidence from the OECD countries
Angyridis, Constantine
;
Michelis, Leo
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1283-1307
Persistent link: https://www.econbiz.de/10012490539
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22
A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan
;
Wang, Zijun
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
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23
Dynamic semiparametric factor model with structural breaks
Chen, Likai
;
Wang, Weining
;
Wu, Wei Biao
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
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24
Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim
;
Stark, Florian
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
4
,
pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
Saved in:
25
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
26
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
27
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
28
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
29
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
30
Weak instrument robust tests in GMM and the new Keynesian Phillips curve
Kleibergen, Frank
;
Mavroeidis, Sophocles
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 293-339
Persistent link: https://www.econbiz.de/10003893878
Saved in:
31
Potential pitfalls in determining multiple structural changes with an application to purchasing power parity
Prodan, Ruxandra
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10003625217
Saved in:
32
Common features in economics and finance : an overview of recent developments
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10003410118
Saved in:
33
Co-breaking : recent advances and a synopsis of the literature
Hendry, David F.
;
Massmann, Michael
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10003410141
Saved in:
34
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
Saved in:
35
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
36
The structural break in the equity premium
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
Saved in:
37
Level shifts and the illusion of long memory in economic time series
Smith, Aaron D.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10003012987
Saved in:
38
The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin
;
Nelson, Charles R.
;
Piger, Jeremy Max
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10001891451
Saved in:
39
Variance shifts, structural breaks, and stationarity tests
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 510-531
Persistent link: https://www.econbiz.de/10001807005
Saved in:
40
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
41
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
42
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 323-337
Persistent link: https://www.econbiz.de/10001493863
Saved in:
43
A Bayesian time series model of multiple structural changes in level, trend, and variance
Wang, Jiahui
;
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001494009
Saved in:
44
Time series evidence of unemployment flows : the sample period matters
Merz, Monika
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 324-334
Persistent link: https://www.econbiz.de/10001410714
Saved in:
45
Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.
;
Sen, Amit
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 335-348
Persistent link: https://www.econbiz.de/10001410716
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