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A simple test on structural change in long-memory time series
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp - In: Economics letters 163 (2018), pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
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Inflation persistence and structural breaks : the experience of inflation targeting countries and the USA
Canarella, Giorgio; Miller, Stephen M. - In: Journal of economic studies 43 (2016) 6, pp. 980-1005
Persistent link: https://www.econbiz.de/10011694421
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Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10011447216
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Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US
Apergēs, Nikolaos; Tsoumas, Chris - In: Energy economics 34 (2012) 4, pp. 1082-1087
Persistent link: https://www.econbiz.de/10009687378
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Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia; Sibbertsen, Philipp - In: Open economies review 34 (2023) 4, pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
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Long memory in the energy consumption by source of the United States: fractional integration, seasonality effect and structural breaks
Adekoya, Oluwasegun B. - In: Estudios de economía 47 (2020) 1, pp. 31-48
In this paper, long memory behavior of the energy consumption by source of the United States has been examined using the fractional integration technique for the three conventional cases of no regressors, an intercept, and an intercept and a linear trend. In addition, this study extends majority...
Persistent link: https://www.econbiz.de/10012268193
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U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International advances in economic research 29 (2023) 1/2, pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Modeling and forecasting the multivariate realized volatility of financial markets with time-varying sparsity
Luo, Jiawen; Chen, Langnan - In: Emerging markets, finance and trade : EMFT 56 (2020) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
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Multivariate time series analysis of traffic congestion measures in urban areas as they relate to socioeconomic indicators
Dadashova, Bahar; Li, Xiao; Turner, Shawn; Koeneman, Pete - In: Socio-economic planning sciences : the international … 75 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012533662