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1
Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre
;
Wada, Tatsuma
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10011631146
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2
On the correlations of trend-cycle errors
Wada, Tatsuma
- In:
Economics letters
116
(
2012
)
3
,
pp. 396-400
Persistent link: https://www.econbiz.de/10009674324
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3
The real exchange rate and real interest differentials : the role of the trend-cycle decomposition
Wada, Tatsuma
- In:
Economic inquiry : journal of the Western Economic …
50
(
2012
)
4
,
pp. 968-987
Persistent link: https://www.econbiz.de/10009696177
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4
International stock market efficiency : a non-Bayesian time-varying model approach
Ito, Mikio
;
Noda, Akihiko
;
Wada, Tatsuma
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2744-2754
Persistent link: https://www.econbiz.de/10010417158
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5
The evolution of stock market efficiency in the US : a non-Bayesian time-varying model approach
Ito, Mikio
;
Noda, Akihiko
;
Wada, Tatsuma
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 621-635
Persistent link: https://www.econbiz.de/10011412970
Saved in:
6
A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre
-
1991
Persistent link: https://www.econbiz.de/10000831361
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7
Testing for a unit root in a time series with a changing mean
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787067
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8
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
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9
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000803464
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10
Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre
- In:
Economic behaviour and policy choice under price …
,
(pp. 235-291)
.
1994
Persistent link: https://www.econbiz.de/10001292224
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