Narrow search
Showing 1 - 10 of 5,638
Cover Image
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective
Coakley, Jerry; Ana-María Fuertes; Zoega, Gylfi - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 3, pp. 1078-1078
This paper assesses empirically two competing unemployment theories. It identifies one structural break in U.K. and German unemployment around 1980 that is more severe in both absolute and relative terms than that for the United States in 1973. This offers support for the structuralist theory. A...
Persistent link: https://www.econbiz.de/10005246260
Cover Image
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 structural breaks in the equilibrium equation. We propose a simple procedure to simultaneously estimate the previously unknown breakpoint and test the null hypothesis of no...
Persistent link: https://www.econbiz.de/10011842708
Cover Image
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 structural breaks in the equilibrium equation. We propose a simple procedure to simultaneously estimate the previously unknown breakpoint and test the null hypothesis of no...
Persistent link: https://www.econbiz.de/10011842010
Cover Image
Evaluating The Persistence And Structuralist Theories Of Unemployment
Coakley, Jerry; Fuertes, Ana María; Zoega, Gylfi - C.E.P.R. Discussion Papers - 2000
1980 suggesting a sharp increase in their respective natural rates. Evidence of asymmetries is also found in the dynamics …
Persistent link: https://www.econbiz.de/10005788887
Cover Image
Portfolio balance approach to asymmetries, structural breaks and financial crisis: Testing a model for Nigeria
Adekoya, Oluwasegun B. - In: CBN Journal of Applied Statistics 11 (2020) 1, pp. 87-110
asymmetries and structural breaks. It further examines the impact of the 2008 global financial crisis on the PBT to determine its … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …. The role of asymmetries shouldnot also be jettisoned in predicting exchange rate with stock prices to obtain accurate …
Persistent link: https://www.econbiz.de/10012604571
Cover Image
Towards resolving the purchasing power parity (PPP) "puzzle" in newly industrialized countries (NIC's)
Villiers, David de; Phiri, Andrew - In: Journal of international trade & economic development : … 31 (2022) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10012872811
Cover Image
Analysis of asymmetric response of exchange rate to interest rate differentials : the case of African Big 4
Musa, Abdullahi Usman; Salisu, Afees A.; Aliyu, Victoria O. - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012668019
Cover Image
Portfolio balance approach to asymmetries, structural breaks and financial crisis : testing a model for Nigeria
Adekoya, Oluwasegun B. - In: CBN journal of applied statistics 11 (2020) 1, pp. 87-110
asymmetries and structural breaks. It further examines the impact of the 2008 global financial crisis on the PBT to determine its … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …. The role of asymmetries shouldnot also be jettisoned in predicting exchange rate with stock prices to obtain accurate …
Persistent link: https://www.econbiz.de/10012297508
Cover Image
On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
Cover Image
Dollarization : asymmetry and breaks
Raheem, Ibrahim Dolapo - In: International review of applied economics 32 (2018) 5, pp. 697-710
Persistent link: https://www.econbiz.de/10011955797