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Fractional integration and structural breaks in bank share prices in Nigeria

Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23

Persistent link: https://www.econbiz.de/10011447216

Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks

André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654

Persistent link: https://www.econbiz.de/10011897008

Unemployment Hysteresis in Asian Countries : Findings Based on Flexible Fourier Form and Structural Break Unit Root Tests

Yaya, OlaOluwa S.; Ojo, Oluwadare; Awolaja, Oladapo - 2021

The present paper investigates unemployment hysteresis in 47 Asian countries using annual data from 1991 to 2019. A novel unit root framework, capable of modelling nonlinearity in the form of smooth break is applied due to the small sample sizes of the unemployment data. The results show...

Persistent link: https://www.econbiz.de/10013211861

Investigating Asian regional income convergence using Fourier Unit Root test with Break

Yaya, OlaOluwa S.; Furuoka, Fumitaka; Pui, Kiew Ling; … - In: International economics : a journal published by CEPII … 161 (2020), pp. 120-129

Persistent link: https://www.econbiz.de/10012642531

Growth slowdowns and middle-income trap : evidence from new unit root framework

Furuoka, Fumitaka; Pui, Kiew Ling; Chinyere Mary Rose Ezeoke - In: The Singapore economic review 69 (2024) 1, pp. 461-477

Persistent link: https://www.econbiz.de/10014535684

Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test

Yaya, OlaOluwa S.; Adekoya, Oluwasegun B.; Vo Xuan Vinh; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 91-101

Persistent link: https://www.econbiz.de/10014468989

Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470380

Structural breaks and fractional integration in the US output and unemployment rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84

Persistent link: https://www.econbiz.de/10001698642

Testing of unit and fractional root cycles in macroeconomic time series

Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10001777301

A mean shift break in the US interest rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363

Persistent link: https://www.econbiz.de/10001711501

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