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Structural break
Time series analysis
114
Zeitreihenanalyse
114
Peru
112
Theorie
98
Theory
98
Estimation theory
66
Schätztheorie
66
Strukturbruch
55
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54
Volatilität
52
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42
Schätzung
42
Perú
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Unit root test
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Statistischer Test
26
structural change
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Bayes-Statistik
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Bayesian inference
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Exchange rate
24
Schock
24
Shock
24
Wechselkurs
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Statistical test
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Stochastic process
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Stochastischer Prozess
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Structural change
21
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VAR-Modell
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Aktienmarkt
20
Stock market
20
Capital income
19
Kapitaleinkommen
19
ARCH model
18
ARCH-Modell
18
Business cycle
18
Konjunktur
18
Geldpolitik
17
Inflation
17
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Article
33
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21
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33
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
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11
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English
53
Spanish
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Perron, Pierre
43
Rodriguez, Gabriel
11
Yamamoto, Yohei
8
Kejriwal, Mohitosh
5
Kim, Dukpa
5
Oka, Tatsushi
5
Deng, Ai
4
Casini, Alessandro
3
Bazán-Palomino, Walter
2
Estrada, Francisco
2
Herrera Aramburú, Andrés
2
Qu, Zhongjun
2
Wada, Tatsuma
2
Xu, Jiawen
2
Aquino, Juan Carlos
1
Carrion i Silvestre, Josep Lluís
1
Chang, Seong Yeon
1
Delgado, Augusto
1
Fallahi, Firouz
1
Li, Ye
1
Liu, Hui
1
Lu, Yang K.
1
Pardo Fidueroa, Renzo
1
Quineche Uribe, Ricardo
1
Ricardo Maertens, Luis
1
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1
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Journal of econometrics
9
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Econometric theory
3
Discussion papers / Graduate School of Economics, Hitotsubashi University
2
Econometric reviews
2
Econometrics : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Krannert working paper series
2
The econometrics journal
2
Econometric Research Program research memorandum
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics / Special issue
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
International journal of monetary economics and finance
1
Journal of economic studies
1
Journal of empirical finance
1
Journal of monetary economics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in economics : an international review of economics
1
Review of development economics
1
Structural change and economic dynamics : SC+ED
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000803464
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2
Unit roots and structural breaks
Perron, Pierre
- In:
Econometrics : open access journal
5
(
2017
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011654429
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3
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui
;
Rodriguez, Gabriel
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
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4
The new Keynesian framework for a small open economy with structural breaks : empirical evidence from Peru
Bazán-Palomino, Walter
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305876
Saved in:
5
Structural breaks and labor market disparities in the Canadian provinces
Fallahi, Firouz
;
Rodriguez, Gabriel
- In:
Journal of economic studies
42
(
2015
)
2
,
pp. 322-342
Persistent link: https://www.econbiz.de/10011349023
Saved in:
6
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
7
Understanding the functional central limit theorems with some applications to unit root testing with structural change
Aquino, Juan Carlos
;
Rodriguez, Gabriel
- In:
Economía : revista del Departamento de Economía, …
36
(
2013
),
pp. 107-149
Persistent link: https://www.econbiz.de/10010407029
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8
Structural breaks and convergence in the regions of Peru : 1970 - 2010
Delgado, Augusto
;
Rodriguez, Gabriel
- In:
Review of development economics
19
(
2015
)
2
,
pp. 346-357
Persistent link: https://www.econbiz.de/10011296334
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9
Inflation expectations formation in the presence of policy shifts and structural breaks : an experimental analysis
Ricardo Maertens, Luis
;
Rodriguez, Gabriel
-
2012
Persistent link: https://www.econbiz.de/10009739043
Saved in:
10
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
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