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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58

Persistent link: https://www.econbiz.de/10010360616

A simple asymtotic analysis of residual-based statistics

Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001871037

Asymptotic distribution theory for break point estimators in models estimated via 2SLS

Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - 2009

Persistent link: https://www.econbiz.de/10003935269

Automated portfolio optimization based on a new test for structural breaks

Berens, Tobias; Wied, Dominik; Ziggel, Daniel - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 2, pp. 243-264

Persistent link: https://www.econbiz.de/10010401331

A model validation procedure

Polak, Julia; King, Maxwell L.; Zhang, Xibin - 2014

Persistent link: https://www.econbiz.de/10011780832

Studying crisis through structural breaks : a retrospective on Asian currency crisis

Murthy, K. V. Bhanu; Kalsie, Anjala - In: Focus : journal of international business 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010440277

Detecting financial contagion in a multivariate system : conference paper

Blatt, Dominik; Candelon, Bertrand; Manner, Hans - 2014

This paper proposes an original three-part sequential testing procedure (STP), with which to test for contagion using a multivariate model. First, it identifies structural breaks in the volatility of a given set of countries. Then a structural break test is applied to the correlation matrix to...

Persistent link: https://www.econbiz.de/10010484769

The Asian Financial Crisis and international reserve accumulation : a robust control approach

Lee, Sang Seok; Luk, Paul - In: Journal of economic dynamics & control 90 (2018), pp. 284-309

Persistent link: https://www.econbiz.de/10011974085

Studying Crises Through Structural Breaks : A Retrospective on Asian Currency Crises

Murthy, K. V. Bhanu; Kalsie, Dr.Anjala - 2009

is to identify and analyze various indicators of crisis, which were affected by the crises in East Asia with a more …

Persistent link: https://www.econbiz.de/10014205537

External shocks, structural breaks and unemployment hysteresis in selected Asian countries

Munir, Qaiser; Kok Sook Ching; Kasim Mansur - In: The Singapore economic review : journal of the Economic … 64 (2019) 3, pp. 575-600

Persistent link: https://www.econbiz.de/10012126432