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Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2009
Persistent link: https://www.econbiz.de/10003849428
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Forecasting long memory time series under a break in persistence
Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson - 2009
Persistent link: https://www.econbiz.de/10003898521
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On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003978309
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Forecasting autoregressive time series under changing persistence
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003988288
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Milestones of European integration : which matters most for export openness?
Hiller, Sanne; Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003981200
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Detecting structural break using hidden Markov models
Ntantamis, Christos - 2010
Persistent link: https://www.econbiz.de/10008651653
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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - 2010
Persistent link: https://www.econbiz.de/10008651702
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - 2012
Persistent link: https://www.econbiz.de/10009524063
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Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782698
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A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima - 2013
Persistent link: https://www.econbiz.de/10009782709