Narrow search
Showing 1 - 10 of 47
Cover Image
Structural instability and predictability
Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 63 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012263369
Cover Image
Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
Cover Image
Has the Structural Break Slowed Down Growth Rates of Stock Markets?
Narayan, Paresh Kumar - 2012
In this paper, we use the common structural break test suggested by Bai et al. (1998) to test for a common structural break in the stock prices of the US, the UK, and Japan. On the basis of the structural break, we divide each country‟s stock price series into sub-samples and investigate...
Persistent link: https://www.econbiz.de/10013106839
Cover Image
A GARCH model for testing market efficiency
Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Cover Image
A unit root model for trending time-series energy variables
Narayan, Paresh Kumar; Liu, Ruipeng - In: Energy economics 50 (2015), pp. 391-402
Persistent link: https://www.econbiz.de/10011564140
Cover Image
Is inflation persistent? : evidence from a time-varying unit root model
Devpura, Neluka; Sharma, Susan Sunila; Harischandra, P. … - In: Pacific-Basin finance journal 68 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013332445
Cover Image
The structure of tourist expenditure in Fiji : evidence from unit root structural break tests
Narayan, Paresh Kumar - In: Applied economics 37 (2005) 10, pp. 1157-1161
Persistent link: https://www.econbiz.de/10002920553
Cover Image
An analysis of Indonesia's business cycle
Narayan, Paresh Kumar - In: The Indian economic journal 59 (2011) 1, pp. 162-173
Persistent link: https://www.econbiz.de/10009657060
Cover Image
Response of inflation to shocks : new evidence from Sub-Saharan African countries
Narayan, Paresh Kumar - In: Economic modelling 36 (2014), pp. 378-382
Persistent link: https://www.econbiz.de/10010415458
Cover Image
Revisiting the US money demand function : an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship
Narayan, Paresh Kumar - In: Applied economics 40 (2008) 7/9, pp. 897-904
Persistent link: https://www.econbiz.de/10003723062