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Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics

Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55

Persistent link: https://www.econbiz.de/10013255717

Monetary aggregates and macroeconomic performance : the Portuguese Escudo : 1911-1999

Jalles, João Tovar - In: International economic journal 33 (2019) 4, pp. 719-740

Persistent link: https://www.econbiz.de/10012201685

Analysis of integrated and cointegrated time series with R

Pfaff, Bernhard - 2006

Persistent link: https://www.econbiz.de/10003028229

The forward exchange rate unbiasedness hypothesis : a single break unit root and cointegration analysis

Mazur, Michael E.; Ramírez, Miguel D. - In: Modern economy 4 (2013) 9, pp. 605-626

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Remittances and economic growth in Mexico : an empirical study with structural breaks, 1970 - 2010

Ramírez, Miguel D. - In: Business and Economic Research : BER 4 (2014) 1, pp. 351-373

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Analysis of integrated and cointegrated time series with R

Pfaff, Bernhard - 2008 - 2. ed.

Persistent link: https://www.econbiz.de/10003679356

Long-run monetary neutrality under stochastic and deterministic trends

Ventosa-Santaulària, Daniel; Noriega-Muro, Antonio E. - In: Economic modelling 47 (2015), pp. 372-382

Persistent link: https://www.econbiz.de/10011439455

Testing for cointegration with threshold adjustment in the presence of structural breaks

Schweikert, Karsten - 2018

In this paper, we develop new threshold cointegration tests with SETAR and MTAR adjustment allowing for the presence of … breakpoint and test the null hypothesis of no cointegration. Thereby, we extend the well-known residual-based cointegration test … Carlo experiments. We find a substantial decrease of power of the conventional threshold cointegration tests caused by a …

Persistent link: https://www.econbiz.de/10011842010

Some determinants of life expectancy in the United States : results from cointegration tests under structural breaks

Ketenci, Natalya Shevchik; Murthy, Vasudeva N. R. - In: Journal of economics and finance 42 (2018) 3, pp. 508-525

Persistent link: https://www.econbiz.de/10012031075

Current account and relative prices : are there any cointegration relationships in the presence of structural breaks in emerging economies?

Uz, Idil; Ketenci, Natalya Shevchik - In: The journal of international trade & economic development 22 (2013) 4, pp. 536-561

Persistent link: https://www.econbiz.de/10009780621