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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354

Persistent link: https://www.econbiz.de/10011747311

Smooth break, non-linearity, and speculative bubbles : new evidence of the G7 stock markets

Chen, Shyh-Wei; Xie, Zixiong - In: International financial markets, (pp. 133-159). 2019

Persistent link: https://www.econbiz.de/10012249048

Are there periodically collapsing bubbles in the stock markets? : new international evidence

Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451

Persistent link: https://www.econbiz.de/10011642804

Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence

Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012203800

Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209

Persistent link: https://www.econbiz.de/10011791338

Testing macroeconomic models by indirect inference on unfiltered data

Meenagh, David; Minford, Patrick; Wickens, Michael - 2012

We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply the method to an open economy real business cycle model on UK data. We review the method using a Monte Carlo experiment and find that it performs accurately and has good power.

Persistent link: https://www.econbiz.de/10010288847

Testing macroeconomic models by indirect inference on unfiltered data

Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2012

Persistent link: https://www.econbiz.de/10009583708

Testing a model of the UK by the method of indirect inference

Minford, Patrick; Theodoridis, Konstantinos; Meenagh, David - 2007

We use the method of indirect inference to test a full open economy model of the UK that has been in forecasting use for three decades. The test establishes, using a Wald statistic, whether the parameters of a time-series representation estimated on the actual data lie within some confidence...

Persistent link: https://www.econbiz.de/10010322756

Is there a bubble component in government debt? : new international evidence

Chen, Shyh-Wei; Wu, An-Chi - In: International review of economics & finance : IREF 58 (2018), pp. 467-486

Persistent link: https://www.econbiz.de/10012034233

Are there periodically collapsing bubbles in the REIT markets? New evidence from the US

Xie, Zixiong; Chen, Shyh-Wei - In: Research in International Business and Finance 33 (2015) C, pp. 17-31

This study tests for the presence of Evans’ (1991) periodically collapsing bubbles in four real estate investment trust … bubbles. The results of the linear unit root test show evidence of rational bubbles, but the results of the MTAR test are … mixed in the US REIT markets. The results of the LNV-MTAR test show that periodically collapsing bubbles do not hold in the …

Persistent link: https://www.econbiz.de/10011116366

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