Similar Search Results

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

Persistent link: https://www.econbiz.de/10011504634

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

Persistent link: https://www.econbiz.de/10011996362

An examination of convergence hypothesis for EU-15 countries

Ceylan, Reşat; Abiyev, Vasif - In: International review of economics & finance : IREF 45 (2016), pp. 96-105

Persistent link: https://www.econbiz.de/10011626328

The role of structural breaks, nonlinearity and asymmetric adjustments in African bilateral real exchange rates

Ahmad, Ahmad Hassan; Aworinde, Olalekan Bashir - In: International review of economics & finance : IREF 45 (2016), pp. 144-159

Persistent link: https://www.econbiz.de/10011626334

Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach

Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66

Persistent link: https://www.econbiz.de/10011641377

Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition

Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308

Persistent link: https://www.econbiz.de/10011848366

Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession

Awe, Olushina Olawale; Gil-Alaña, Luis A. - In: Applied economics 51 (2019) 50, pp. 5482-5489

Persistent link: https://www.econbiz.de/10012197247

Testing the unemployment hysteresis in G7 countries : a fresh evidence from fourier threshold unit root test

Yilanci, Veli; Ozkan, Yilmaz; Altinsoy, Abdulkadir - In: Romanian journal of economic forecasting 23 (2020) 3, pp. 49-59

Persistent link: https://www.econbiz.de/10012423782

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61

Persistent link: https://www.econbiz.de/10012430865

Persistence, non-linearities and structural breaks in European stock market indices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012024535