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Time series analysis
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Can the hysteresis hypothesis in Spanish regional unemployment be beaten? : new evidence from unit root tests with breaks
García-Cintado, Alejandro
;
Romero-Ávila, Diego
; …
- In:
Economic modelling
47
(
2015
),
pp. 244-252
Persistent link: https://www.econbiz.de/10011439106
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2
Long-run monetary neutrality under stochastic and deterministic trends
Ventosa-Santaulària, Daniel
;
Noriega-Muro, Antonio E.
- In:
Economic modelling
47
(
2015
),
pp. 372-382
Persistent link: https://www.econbiz.de/10011439455
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3
Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas
;
Papadopoulos, Athanasios P.
; …
- In:
Economic modelling
41
(
2014
),
pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
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4
Estimating inflation persistence by quantile autoregression with quantile-specific unit roots
Gaglianone, Wagner Piazza
;
Guillén, Osmani Teixeira de …
- In:
Economic modelling
73
(
2018
),
pp. 407-430
Persistent link: https://www.econbiz.de/10012100499
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5
Threshold, smooth transition and mean reversion in inflation : new evidence from European countries
Chen, Shyh-Wei
;
Hsu, Chi-Sheng
- In:
Economic modelling
53
(
2016
),
pp. 23-36
Persistent link: https://www.econbiz.de/10011640941
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6
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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7
Further application of Narayan and Liu (2015) unit root model for trending time series
Salisu, Afees A.
;
Adeleke, Adegoke Ibrahim
- In:
Economic modelling
55
(
2016
),
pp. 305-314
Persistent link: https://www.econbiz.de/10011642699
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8
Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard
- In:
Economic modelling
52
(
2016
),
pp. 699-713
Persistent link: https://www.econbiz.de/10011643003
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9
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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10
Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer
;
Sjölander, Pär
- In:
Economic modelling
38
(
2014
),
pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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