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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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Aggregation is not the solution : the PPP puzzle strikes back
Gadea, María Dolores; Mayoral, Laura - In: Journal of applied econometrics 24 (2009) 6, pp. 875-894
Persistent link: https://www.econbiz.de/10003886924
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Aggregate vs. disaggregate data analysis : a paradox in the estimation of a money demand function of Japan under the low interest rate policy
Hsiao, Cheng; Shen, Yan; Fujiki, Hiroshi - In: Journal of applied econometrics 20 (2005) 5, pp. 579-601
Persistent link: https://www.econbiz.de/10003121139
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Compositional change, aggregation, and dynamic factor demand : estimates on a panel of manufacturing firms
Wolfson, Paul J. - In: Journal of applied econometrics 8 (1993) 2, pp. 129-148
Persistent link: https://www.econbiz.de/10001142958
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Classification and aggregation : an application to industrial classification in CPS data
Cotterman, Robert - In: Journal of applied econometrics 7 (1992) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10001119755
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Time aggregation and the distributional shape of unemployment duration
Bergström, Reinhold - In: Journal of applied econometrics 7 (1992) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10001119758
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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - In: Journal of applied econometrics 30 (2015) 6, pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
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Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In; Chue, Timothy K. - In: Journal of applied econometrics 22 (2007) 2, pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
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On the empirical failure of purchasing power parity tests
Pelagatti, Matteo; Colombo, Emilio - In: Journal of applied econometrics 30 (2015) 6, pp. 904-923
Persistent link: https://www.econbiz.de/10011431660
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Time-varying dynamics of the real exchange rate : an empirical analysis
Mumtaz, Haroon; Sunder-Plassmann, Laura - In: Journal of applied econometrics 28 (2013) 3, pp. 498-525
Persistent link: https://www.econbiz.de/10009756478