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Search: subject_exact:"Structural change test"
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Structural break
863
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863
Time series analysis
357
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357
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344
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344
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219
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218
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217
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structural break
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Gil-Alaña, Luis A.
14
Nazlıoğlu, Şaban
10
Perron, Pierre
10
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9
Omay, Tolga
9
Cuestas, Juan Carlos
8
Gupta, Rangan
8
Lee, Junsoo
8
Malik, Farooq
8
Payne, James E.
7
Ranjbar, Omid
7
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6
Furuoka, Fumitaka
6
Hendry, David F.
6
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6
Shahzad, Syed Jawad Hussain
6
Smith, Simon C.
6
Wied, Dominik
6
Wohar, Mark E.
6
Caporale, Guglielmo Maria
5
Castle, Jennifer
5
Chang, Chun Ping
5
Hammoudeh, Shawkat
5
Kumar, Ronald Ravinesh
5
Kurita, Takamitsu
5
Luo, Jiawen
5
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5
Singh, Tarlok
5
Stauvermann, Peter
5
Tamarit Escalona, Cecilio R.
5
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5
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5
Yin, Anwen
5
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4
Garg, Bhavesh
4
Ghoshray, Atanu
4
Harvey, David I.
4
Horváth, Lajos
4
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4
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4
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32
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24
International review of economics & finance : IREF
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
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15
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14
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14
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13
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13
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12
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12
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11
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10
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10
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9
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8
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8
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8
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7
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6
International journal of forecasting
6
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6
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6
Oxford bulletin of economics and statistics
6
Prague economic papers : a bimonthly journal of economic theory and policy
6
The European journal of finance
6
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
6
Econometric theory
5
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
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5
Macroeconomics and finance in emerging market economies
5
The econometrics journal
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ECONIS (ZBW)
863
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863
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1
Asymmetric and nonlinear comovements of credit default swap and bond markets : evidence from an emerging market
Bank, Semra
;
Abdioğlu, Zehra
;
Kahraman, Elif
- In:
Spanish journal of finance & accounting : the official …
53
(
2024
)
2
,
pp. 232-253
Persistent link: https://www.econbiz.de/10014564193
Saved in:
2
Economic policy uncertainty and stock market index : fresh insights from augmented-ARDL and multiple structural breaks
Odionye, Joseph Chukwudi
;
Ojiaku, Ethelbert Ukachukwu
; …
- In:
Journal of international commerce, economics and policy
15
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014575214
Saved in:
3
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
4
Trading behaviour exhibited by institutional investors during calm and volatile periods in the Indian scenario
Singh, Amit Kumar
;
Shrivastav, Rohit Kumar
;
Jain, Srishti
- In:
The Indian economic journal
72
(
2024
)
1
,
pp. 181-198
Persistent link: https://www.econbiz.de/10014632233
Saved in:
5
Unveiling the relationship between oil price and exchange rate : new insight from time-varying versus fixed coefficient cointegration
Sharma, Akhil
;
Gupta, Sanjeev
;
Rishad, Abdul
- In:
The Indian economic journal
72
(
2024
)
3
,
pp. 477-493
Persistent link: https://www.econbiz.de/10014632310
Saved in:
6
Determinants of the export function in Morocco : evidence from ARDL and dynamic ARDL models
El Agri, Fatiha
;
Jerry, Mounir
;
Qafas, Ahlam
;
Manzah, …
- In:
Global journal of emerging market economies
16
(
2024
)
1
,
pp. 98-129
Persistent link: https://www.econbiz.de/10014634905
Saved in:
7
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
8
Trade shocks and real effective exchange rates dynamics in Nigeria
Oyewole, Oluwatomisin J.
;
Ibidun, Damilola M.
; …
- In:
Portuguese economic journal
23
(
2024
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10014545179
Saved in:
9
Euro area inflation in the era of COVID-19 : a permanent or a transitory phenomenon?
Apergēs, Nikolaos
- In:
The Manchester School
92
(
2024
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10014532220
Saved in:
10
Market efficiency of the cryptocurrencies : some new evidence based on price-volume relationship
Sahoo, Pradipta Kumar
;
Sethi, Dinabandhu
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1569-1580
Persistent link: https://www.econbiz.de/10014533274
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