Similar Search Results - EconBiz

Nonlinear mean reversion in real exchange rates

Chortareas, Georgios E.; Kapetanios, George; Shin, Yongcheol - In: Economics Letters 77 (2002) 3, pp. 411-417

Persistent link: https://www.econbiz.de/10005307565

Generalized impulse response analysis in linear multivariate models

Pesaran, H. Hashem; Shin, Yongcheol - In: Economics Letters 58 (1998) 1, pp. 17-29

Persistent link: https://www.econbiz.de/10005361726

Taxation and the asymmetric adjustment of selected retail energy prices in the UK

Greenwood-Nimmo, Matthew; Shin, Yongcheol - In: Economics Letters 121 (2013) 3, pp. 411-416

This paper investigates the adjustment of the prices of four key petroleum products in the UK following changes in the price of crude oil. We find significant evidence that the pre-tax prices of diesel, kerosene, and gas oil adjust more rapidly in an upward than a downward direction, but that...

Persistent link: https://www.econbiz.de/10010729429

On stationary tests in the presence of structural breaks

Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol - In: Economics Letters 55 (1997) 2, pp. 165-172

Persistent link: https://www.econbiz.de/10005269937

The KPSS stationarity test as a unit root test

Shin, Yongcheol; Schmidt, Peter - In: Economics Letters 38 (1992) 4, pp. 387-392

Persistent link: https://www.econbiz.de/10005275401

Nonlinear autoregressive models and long memory

Kapetanios, George - In: Economics Letters 91 (2006) 3, pp. 360-368

Persistent link: https://www.econbiz.de/10005297141

Estimating deterministically time-varying variances in regression models

Kapetanios, George - In: Economics Letters 97 (2007) 2, pp. 97-104

Persistent link: https://www.econbiz.de/10005307261

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

Kapetanios, George - In: Economics Letters 85 (2004) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10005361865

A note on an iterative least-squares estimation method for ARMA and VARMA models

Kapetanios, George - In: Economics Letters 79 (2003) 3, pp. 305-312

Persistent link: https://www.econbiz.de/10005355920

Forecasting using predictive likelihood model averaging

Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economics Letters 91 (2006) 3, pp. 373-379

Persistent link: https://www.econbiz.de/10005257524

A service of the