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Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies

Peel, David; Speight, Alan E. H. - In: Applied economics 32 (2000) 6, pp. 705-715

Persistent link: https://www.econbiz.de/10001521059

The nonlinear time series properties of unemployment rates : some further evidence

Peel, David - In: Applied economics 30 (1998) 2, pp. 287-294

Persistent link: https://www.econbiz.de/10001241289

Threshold nonlinearities in output : some international evidence

Peel, David - In: Applied economics 30 (1998) 3, pp. 323-333

Persistent link: https://www.econbiz.de/10001243873

Trend breaks in the research and development process

Pérez, Patricio; Esteve García, Vicente - In: Applied economics 39 (2007) 4/6, pp. 663-674

Persistent link: https://www.econbiz.de/10003461979

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378

Persistent link: https://www.econbiz.de/10011640093

Multi-Factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2009

In this paper we specify a multi-factor long-memory process that enables us to estimate the fractional differencing parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France, Italy and the UK). The empirical results suggest...

Persistent link: https://www.econbiz.de/10010271959