In this article, we analyze the US short term real interest rate series for the last five decades in the framework of a M-SETAR model (Momentum - Self Exciting Threshold Auto-Regressive). With the aim of disentangling the non-linearity from the non-stationarity cases, we use threshold...

The paper presents the research results on detection of structural breaks in copula models of multivariate time-series. A nonparametric method of structural break identification and estimation is used and its asymptotic characteristics (probabilities of the I and II-type errors, probability of...

The evaluation of the Instrument for Pre-accession Assistance (IPA II), together with the other independent evaluations of each External Financing Instrument (EFI), that of the Common Implementing Regulation (CIR) and the Coherence Report, will be one of the sources of information to feed into...