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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
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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
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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
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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
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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
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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
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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
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Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach
Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6
Persistent link: https://www.econbiz.de/10014631541
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Convergence of per capita energy consumption around the world : new evidence from nonlinear panel unit root tests
Romero-Ávila, Diego; Omay, Tolga - In: Energy economics 111 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013350012
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PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban; Altuntas, Mehmet; Kilic, Emre - In: Applied economics letters 29 (2022) 8, pp. 731-737
Persistent link: https://www.econbiz.de/10013171045