EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Augmented Dickey-Fuller test"
Narrow search

Narrow search

Year of publication
Subject
All
Einheitswurzeltest 3,814 Unit root test 3,814 Theorie 1,377 Theory 1,377 Zeitreihenanalyse 1,225 Time series analysis 1,218 Estimation 1,026 Schätzung 1,026 Kointegration 845 Cointegration 841 Panel 767 Panel study 767 Structural break 573 Strukturbruch 573 Kaufkraftparität 569 Purchasing power parity 569 Schätztheorie 382 Estimation theory 381 USA 276 United States 276 Nichtlineare Regression 248 Nonlinear regression 248 Statistischer Test 248 OECD countries 245 OECD-Staaten 245 Statistical test 243 National income 215 Nationaleinkommen 215 Stochastic process 201 Stochastischer Prozess 201 Economic convergence 198 Wirtschaftliche Konvergenz 198 Autocorrelation 182 Autokorrelation 182 Welt 172 World 172 Causality analysis 158 Kausalanalyse 158 Wirtschaftswachstum 156 Economic growth 154
more ... less ...
Online availability
All
Free 938 Undetermined 563
Type of publication
All
Article 2,621 Book / Working Paper 1,217
Type of publication (narrower categories)
All
Article in journal 2,510 Aufsatz in Zeitschrift 2,510 Working Paper 845 Arbeitspapier 840 Graue Literatur 820 Non-commercial literature 820 Aufsatz im Buch 98 Book section 98 Hochschulschrift 36 Thesis 31 Collection of articles written by one author 17 Sammlung 17 Commentary 10 Kommentar 10 Konferenzschrift 8 Systematic review 8 Übersichtsarbeit 8 Conference paper 7 Konferenzbeitrag 7 Case study 6 Fallstudie 6 Bibliografie enthalten 5 Bibliography included 5 Collection of articles of several authors 5 Sammelwerk 5 Amtsdruckschrift 4 Forschungsbericht 4 Government document 4 Lehrbuch 4 Reprint 3 Textbook 3 Aufsatzsammlung 2 Mehrbändiges Werk 2 Multi-volume publication 2 Article 1 Elektronischer Datenträger 1 Research Report 1 Rezension 1
more ... less ...
Language
All
English 3,774 German 19 French 15 Spanish 12 Undetermined 11 Portuguese 2 Czech 1 Croatian 1 Lithuanian 1 Slovak 1 Swedish 1 Turkish 1
more ... less ...
Author
All
Phillips, Peter C. B. 90 Chang, Tsangyao 84 Gil-Alaña, Luis A. 78 Taylor, Robert 76 Narayan, Paresh Kumar 64 Westerlund, Joakim 51 Caporale, Guglielmo Maria 49 Su, Chi-Wei 49 Leybourne, Stephen James 43 Harvey, David I. 35 Chang, Hsu-Ling 33 Smyth, Russell 33 Lee, Junsoo 32 Rodrigues, Paulo M. M. 28 Wagner, Martin 28 Breitung, Jörg 26 Lütkepohl, Helmut 26 Nielsen, Morten Ørregaard 26 Bahmani-Oskooee, Mohsen 25 Ramírez, Miguel D. 24 Perron, Pierre 23 Pesaran, M. Hashem 23 Saikkonen, Pentti 23 Kapetanios, George 22 Omay, Tolga 22 Cavaliere, Giuseppe 21 Jansson, Michael 21 Lee, Chien-chiang 20 Cook, Steven 19 Kunst, Robert M. 19 Ranjbar, Omid 19 Rodriguez, Gabriel 18 Tiwari, Aviral Kumar 18 Elliott, Graham 17 Lanne, Markku 17 Lopez, Claude 17 Popp, Stephan 17 Österholm, Pär 17 Cheung, Yin-Wong 16 Cuestas, Juan Carlos 16
more ... less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 21 Queen Mary College / Department of Economics 9 Ekonomiska forskningsinstitutet <Stockholm> 8 European University Institute / Department of Economics 7 Loughborough University / Department of Economics 7 National Bureau of Economic Research 7 Centre for Quantitative Economics & Computing 6 Aarhus Universitet / Afdeling for Nationaløkonomi 4 Centre for Analytical Finance <Århus> 3 Johns Hopkins University / Department of Economics 3 OECD 3 University of Cambridge / Department of Applied Economics 3 Econometrisch Instituut <Rotterdam> 2 Economics Department, Queen's University 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 National Institute of Economic and Social Research 2 Nationalekonomiska Institutionen <Lund> 2 Shakai-Keizai-Kenkyūsho <Osaka> 2 University of Cambridge / Faculty of Economics 2 University of Canterbury / Dept. of Economics and Finance 2 University of Exeter / Department of Economics 2 University of York / Department of Economics and Related Studies 2 Birkbeck College / Department of Economics 1 Carleton University / Department of Economics 1 Centre for Economic Policy Research 1 Centre for International Macroeconomics 1 Department of Economics and Finance, College of Business and Economics 1 Federal Reserve Bank of St. Louis 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institut für Wirtschaftsforschung Halle 1 Instituto Valenciano de Investigaciones Económicas 1 Kansantaloustieteen Laitos <Helsinki> 1 Københavns Universitet / Økonomisk Institut 1 London School of Economics and Political Science 1 Nationalekonomiska Institutionen <Göteborg> 1 Nationaløkonomiske Instituttet <Århus> 1 Nuffield College 1 Organisation for Economic Co-operation and Development 1 Rutgers University / Department of Economics 1 School of Economics and Management, University of Aarhus 1
more ... less ...
Published in...
All
Economics letters 148 Applied economics letters 122 Journal of econometrics 119 Applied economics 118 Economic modelling 98 Econometric theory 90 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 79 The empirical economics letters : a monthly international journal of economics 52 Econometric reviews 49 Cowles Foundation discussion paper 45 Oxford bulletin of economics and statistics 44 The econometrics journal 42 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 31 Energy economics 30 International review of economics & finance : IREF 28 Journal of international money and finance 26 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 26 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 23 CESifo working papers 22 Discussion papers of interdisciplinary research project 373 21 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 21 Applied financial economics 20 International journal of economics and financial issues : IJEFI 20 Journal of macroeconomics 18 Theoretical and applied economics : GAER review 18 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 17 Japan and the world economy : international journal of theory and policy 16 Economics bulletin : EB 15 IHS economics series : working paper 15 Discussion paper / Department of Economics, University of California San Diego 14 International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society 14 International journal of economics and finance 14 Working papers in economics 14 Computational economics 13 Department of Economics discussion paper / Department of Economics, The University of Birmingham 13 Discussion papers in economics 13 Empirica : journal of european economics 13 International journal of finance & economics : IJFE 13 Reihe Ökonomie 13 Working paper 13
more ... less ...
Source
All
ECONIS (ZBW) 3,819 RePEc 12 EconStor 7
Showing 1 - 50 of 3,838
Cover Image
Reflections on "testing for unit roots in heterogeneous panels"
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013530823
Saved in:
Cover Image
Reflections on "testing for unit roots in heterogeneous panels"
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023
This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...
Persistent link: https://ebtypo.dmz1.zbw/10013494205
Saved in:
Cover Image
Foreign direct investment and macroeconomic factors : evidence from Indian economy
Nadig, Asha; Viswanathan, T. - In: International journal of public sector performance … 11 (2023) 1, pp. 62-80
Persistent link: https://ebtypo.dmz1.zbw/10013561581
Saved in:
Cover Image
Dynamic linkages among Saudi market sectors indices
Altahtamouni, Farouq; Masfer, Hajar; Alyousef, Shikhah - In: Economies : open access journal 10 (2022) 1, pp. 1-11
This study aims to test the causal relationship between Saudi stock market index (TASI) and sectoral indices throughout the period from 2016-2020. The study data were extracted through the main index of the Saudi market and the indices of the available data of 19 sectors out of 21 sectors. The...
Persistent link: https://ebtypo.dmz1.zbw/10012800639
Saved in:
Cover Image
Missing values in panel data unit root tests
Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11
Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time period for all units. However, this...
Persistent link: https://ebtypo.dmz1.zbw/10013041203
Saved in:
Cover Image
A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012888261
Saved in:
Cover Image
Unit root test with high-frequency data
Laurent, Sébastien; Shi, Shuping - In: Econometric theory 38 (2022) 1, pp. 113-171
Persistent link: https://ebtypo.dmz1.zbw/10013166119
Saved in:
Cover Image
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin; Kim, Jaeho - In: Macroeconomic dynamics 26 (2022) 2, pp. 394-418
Persistent link: https://ebtypo.dmz1.zbw/10013166386
Saved in:
Cover Image
Unit-root tests in high-dimensional panels
Wichret, Oliver - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013191550
Saved in:
Cover Image
The econometrics of global warming
Razzak, Weshah A. - 2022
Evidence-based policy of global warming is best relying on a relevant sample of data. We choose a sample of annual data from 1959 to-date to provide some statistically robust stylized facts about the relationships between actual CO2 and temperature. Visually, there is a clear upward trend in...
Persistent link: https://ebtypo.dmz1.zbw/10013193782
Saved in:
Cover Image
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://ebtypo.dmz1.zbw/10013255717
Saved in:
Cover Image
Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies
Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-20
We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...
Persistent link: https://ebtypo.dmz1.zbw/10013272993
Saved in:
Cover Image
Estimation and inference for the threshold model with hybrid stochastic local unit root regressors
Chen, Chaoyi; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-15
In this paper, we study the estimation and inference of the threshold model with hybrid local stochastic unit root regressors. Our main contribution is to propose an estimator that generalizes the threshold model with various forms of nonstationary regressors and to obtain its limiting...
Persistent link: https://ebtypo.dmz1.zbw/10013273589
Saved in:
Cover Image
Dynamics of exchange rate fluctuations in Turkey : evidence from symmetric and asymmetric causality analysis
Çeli̇k, Ali - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 101 (2022) 1, pp. 125-141
This study examines the factors affecting exchange rate fluctuations in Turkey by employing the quarterly data from 2008 to 2020. In this context, linear and nonlinear unit root tests were used to determine the stationarity levels of the variables. Then, symmetric and asymmetric causality...
Persistent link: https://ebtypo.dmz1.zbw/10013198660
Saved in:
Cover Image
The relationship between GDP and biomass energy per capita in Sub-Saharan Africa
Sekanabo, Desire; Nyandwi, Elias; Dieu, Hakizimana Khan … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 528-541
Persistent link: https://ebtypo.dmz1.zbw/10013411191
Saved in:
Cover Image
A new approach to estimating the natural rate of interest
Benati, Luca - 2022
Building upon the insight that M1 velocity is the permanent component of nominal interest rates - see Benati (2020) - I propose a novel, and straightforward approach to estimating the natural rate of interest, which is conceptually related to Cochrane's (1994a) proposal to estimate the permanent...
Persistent link: https://ebtypo.dmz1.zbw/10013362282
Saved in:
Cover Image
Stochastic local and moderate departures from a unit root and its application to unit root testing
Nishi, Mikihito; Kurozumi, Eiji - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013364485
Saved in:
Cover Image
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013366360
Saved in:
Cover Image
Current-account breaks and stability spells in a global perspective
Camba-Crespo, Alfonso - In: Applied economic analysis : AEA 30 (2022) 88, pp. 1-17
Persistent link: https://ebtypo.dmz1.zbw/10013368361
Saved in:
Cover Image
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 387-415
Persistent link: https://ebtypo.dmz1.zbw/10013334834
Saved in:
Cover Image
What is new about the PPP theory in the Nordic countries? : evidence from panel unit root tests with sharp breaks and gradual shifts
Dinç, Mehmet; Gömleksiz, Mustafa; Dinç, Özlem Gül - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 165-186
Persistent link: https://ebtypo.dmz1.zbw/10013412570
Saved in:
Cover Image
Nominal and real wages in the UK, 1750 - 2015 : mean reversion, persistence and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022
This paper analyses the stochastic properties of UK nominal and real wages over the period 1750-2015 using fractional integration techniques. Both the original series and logged ones are analysed. The results generally suggest that nominal wages exhibit a higher degree of persistence, which...
Persistent link: https://ebtypo.dmz1.zbw/10013417630
Saved in:
Cover Image
ARFURIMA models: simulations of their properties and application
Jibrin, Sanusi Alhaji; Rahman, Rosmanjawati Abdul - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 69-87
This article defines the Autoregressive Fractional Unit Root Integrated Moving Average (ARFURIMA) model for modelling ILM time series with fractional difference value in the interval of 1൏𝑑൏2. The performance of the ARFURIMA model is examined through a Monte Carlo simulation. Also, some...
Persistent link: https://ebtypo.dmz1.zbw/10013419429
Saved in:
Cover Image
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013279220
Saved in:
Cover Image
Foreign exchange volatility and the bubble formation in financial markets : evidence from the COVID-19 pandemic
Özdemir, Onur - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 101 (2022) 1, pp. 142-161
Persistent link: https://ebtypo.dmz1.zbw/10013357240
Saved in:
Cover Image
Characterizing growth instability : new evidence on unit roots and structural breaks in countries' long run trajectories
Russo, Emanuele; Foster-McGregor, Neil - In: Journal of evolutionary economics 32 (2022) 2, pp. 713-756
Persistent link: https://ebtypo.dmz1.zbw/10013277530
Saved in:
Cover Image
Does optimal capital structure exist in Chinese military enterprises? : Evidence from industrial heterogeneity
Su, Chi-Wei; Wang, Kaihua - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 128-149
Persistent link: https://ebtypo.dmz1.zbw/10013531970
Saved in:
Cover Image
Relationship between foreign direct investment inflows and Covid-19 pandemic in Pakistan : a monthly co-integration analysis
Khan, Ayesha Serfraz - 2022
The global COVID-19 pandemic brought many challenges for the world including the downfall in foreign direct investment inflows (FDI). Although there are many other factors which cause a decline in FDI inflows in Pakistan but present study mainly focuses on COVID-19 pandemic as this resulted in...
Persistent link: https://ebtypo.dmz1.zbw/10013466733
Saved in:
Cover Image
Revisiting the long-run dynamic linkage between dividends and share price with advanced panel econometrics techniques
Mohapatra, Sudatta Bharati; Kar, Nirmal Chandra - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-19
The log-linearized present value model (PVM) has been widely used in corporate finance to understand the long-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric approaches that account for slope heterogeneity...
Persistent link: https://ebtypo.dmz1.zbw/10013470997
Saved in:
Cover Image
A time series analysis of judicial foreclosures in Spain
González-Val, Rafael - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-22
There was an unprecedented wave of foreclosures and evictions in Spain after the 2008 global financial crisis. The subsequent Great Recession had strong economic, social and environmental consequences. This paper explores the frequency of permanent shocks in foreclosure quarterly rates (defined...
Persistent link: https://ebtypo.dmz1.zbw/10013471156
Saved in:
Cover Image
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013542210
Saved in:
Cover Image
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013464259
Saved in:
Cover Image
Generic Identifiability for REMIS : The Case of Cointegrated Unit Root VAR
Gersing, Philipp; Sögner, Leopold; Deistler, Manfred - 2022
The ``REtrieval from MIxed Sampling'' (REMIS) approach based on blocking developed in Anderson et al. (2016) is concerned with retrieving an underlying high frequency model from mixed frequency observations. In this paper we investigate parameter-identifiability in the Johansen (1995) vector...
Persistent link: https://ebtypo.dmz1.zbw/10013293633
Saved in:
Cover Image
A Unified Unit Root Test Regardless of Intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - 2022
Using the augmented Dickey-Fuller test to verify the existence of a unit root in an autoregressive process often requires the correctly specified intercept, since the test statistics can be distinctive under different model specifications and lead to contradictory results at times. In this...
Persistent link: https://ebtypo.dmz1.zbw/10013405578
Saved in:
Cover Image
No Unit Root in Real GDP : Evidence for Preindustrial England, 1270-1700
Russo, Christopher - 2022
Using five centuries of annual data from preindustrial England, Zivot-Andrews tests reject the null hypothesis of a unit root in real GDP. The tests identify structural breaks at the start of the Black Death (1348) and the Wars of the Roses (1457). The tests conclude that real GDP was otherwise...
Persistent link: https://ebtypo.dmz1.zbw/10013306630
Saved in:
Cover Image
Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions
Saadaoui, Jamel; Lau, Chi Keung Marco; Cai, Yifei - 2022
Thanks to various Fourier DF unit root tests, time-varying fiscal reaction functions and threshold regressions, this study examines the stationarity and the sustainability of public finance for six industrial countries over the period spanning from 1870 to 2017. Longer-run debt sustainability is...
Persistent link: https://ebtypo.dmz1.zbw/10013292090
Saved in:
Cover Image
Analyzing Persistence Degree of Shocks to Co2 Emission of U.S. States : Application of Linear and Nonlinear Fourier Quantile Unit Root Tests
Wang, Mei-Chih; Li, Fangjhy - 2022
Over recent decades, various USA government regulations and incentives, at both federal and state levels, encourage the development of green energy sources and the reduction of CO 2 emissions. In this paper, we investigate the degree of persistency of shocks to CO 2 per capita series in 50...
Persistent link: https://ebtypo.dmz1.zbw/10013298596
Saved in:
Cover Image
Exuber : Recursive Right-Tailed Unit Root Testing with R
Martínez-García, Enrique; Pavlidis, Efthymios; … - 2022
This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The package computes test statistics for the supremum ADF test (SADF) of Phillips, Wu and Yu (2011), the generalized SADF (GSADF) of Phillips, Shi and Yu...
Persistent link: https://ebtypo.dmz1.zbw/10013308880
Saved in:
Cover Image
Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order : Critical Comments
Luitel, Hari; Mahar, Gerry - 2022
In this research note, we accomplish two objectives. First, we reexamine the reliability of unit root findings in the study by Said and Dickey (1984) and show that their results are internally consistent. Second, we provide new results from the reanalysis of the original data that were not...
Persistent link: https://ebtypo.dmz1.zbw/10013309626
Saved in:
Cover Image
Conditional Threshold Autoregression (CoTAR)
Motegi, Kaiji; Dennis, Jay; Hamori, Shigeyuki - 2022
We propose a new time series model where the threshold is specified as an empirical quantile of recent observations of a threshold variable. The resulting conditional threshold traces the fluctuation of the threshold variable, which can enhance the fit and interpretation of the model. In the...
Persistent link: https://ebtypo.dmz1.zbw/10013313908
Saved in:
Cover Image
A new approach to estimating the natural rate of interest
Benati, Luca - 2021
Building upon the insight that M1 velocity is the permanent component of nominal interest rates - see Benati (2020) - I propose a novel, and straightforward approach to estimating the natural rate of interest, which is conceptually related to Cochrane's (1994) proposal to estimate the permanent...
Persistent link: https://ebtypo.dmz1.zbw/10012520193
Saved in:
Cover Image
The relation between central bank independence and inflation rate in Egypt : an empirical analysis during 1998-2019
ElHodaiby, Mai Wagdy; ElSamman, Ahmed - In: International journal of economics and financial issues … 11 (2021) 1, pp. 114-125
Persistent link: https://ebtypo.dmz1.zbw/10012437502
Saved in:
Cover Image
FDML versus GMM for dynamic panel models with roots near unity
Mehic, Adrian - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-9
This paper evaluates the first-differenced maximum likelihood (FDML) and the continuously updating system generalized method of moments (CU-GMM) estimators of dynamic panel models when the data is close to non-stationary. This case is far from trivial, as a high degree of persistence is the norm...
Persistent link: https://ebtypo.dmz1.zbw/10012628102
Saved in:
Cover Image
Testing housing markets for episodes of exuberance : evidence from different Polish cities
Sobieraj, Janusz; Metelski, Dominik - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-29
In the study we use the right-tail unit root test to analyse the presence of mild explosive dynamics (exuberance) in housing prices of the 17 largest Polish cities in the period 2006-2021 (for quarterly data). In terms of real prices from the secondary market, we were able to demonstrate the...
Persistent link: https://ebtypo.dmz1.zbw/10012628269
Saved in:
Cover Image
The response of hotel room occupancy rate in Fiji to shocks : empirical evidence from unit root tests with endogenous multiple structural breaks
Sami, Janesh - In: International journal of economics and financial issues … 11 (2021) 5, pp. 11-16
Persistent link: https://ebtypo.dmz1.zbw/10012643413
Saved in:
Cover Image
The factor analytical approach in trending near unit root panels
Norkutė, Milda; Westerlund, Joakim; Stauskas, Ovidijus - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012601025
Saved in:
Cover Image
Empirical investigation of long run PPP hypothesis : the case of temporary structural break and asymmetric adjustment
Abioglu, Vasif; Hasanov, Mübariz - In: International journal of economic sciences : IJoES 10 (2021) 1, pp. 1-19
Persistent link: https://ebtypo.dmz1.zbw/10012608617
Saved in:
Cover Image
Testing purchasing power parity in Cambodia : time-varying trade weights in constructing real effective exchange rate
Lim, Siphat - In: International journal of economics and financial issues … 11 (2021) 3, pp. 146-153
Persistent link: https://ebtypo.dmz1.zbw/10012610583
Saved in:
Cover Image
Analyzing unemployment rates convergence across the US states : new evidence using quantile unit root test
Hadizadeh, Arash - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 453-464
Persistent link: https://ebtypo.dmz1.zbw/10012664174
Saved in:
Cover Image
Are output fluctuations transitory or permanent? : new evidence from a novel global multi-scale modeling approach
Ahmed, Mumtaz; Azam, Muhammad; Bekiros, Stelios; Hina, … - In: Quantitative finance and economics 5 (2021) 3, pp. 373-396
Persistent link: https://ebtypo.dmz1.zbw/10012592473
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...