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Multiple Trend Breaks and the...
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Theorie
Welt
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Papell, David H.
45
Lumsdaine, Robin L.
23
Murray, Christian J.
9
Stock, James H.
9
Prodan, Ruxandra
7
Molodtsova, Tanya
6
Lopez, Claude
5
Wise, David A.
5
Bekaert, Geert
4
Harvey, Campbell R.
4
Nikolsko-Rzhevskyy, Alex
4
Nikolsko‐Rzhevskyy, Alex
4
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3
Ince, Onur
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ECONIS (ZBW)
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Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 212-218
Persistent link: https://www.econbiz.de/10001222493
Saved in:
2
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L.
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
Saved in:
3
Finite-sample properties of the maximum lilelihood estimator in GARCH (1,1) and IGARCH (1,1) models : a Monte Carlo investigation
Lumsdaine, Robin L.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001177133
Saved in:
4
Activist monetary policy and exchange rate overshooting : the Deutsche Mark/Dollar rate
Papell, David H.
-
1983
Persistent link: https://www.econbiz.de/10002657929
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5
Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis
Papell, David H.
-
1983
Persistent link: https://www.econbiz.de/10002658010
Saved in:
6
Monetarist monetary policy, exchange risk, and exchange rate variability
Papell, David H.
-
1984
Persistent link: https://www.econbiz.de/10002658209
Saved in:
7
Exchange rate and price dynamics under adaptive and rational expectations : an empirical analysis
Papell, David H.
- In:
Journal of international money and finance
11
(
1992
)
4
,
pp. 382-396
Persistent link: https://www.econbiz.de/10001126410
Saved in:
8
The great appreciation, the great depreciation, and the Purchasing Power Parity hypothesis
Papell, David H.
-
1998
Persistent link: https://www.econbiz.de/10000988383
Saved in:
9
Cointegration and exchange rate dynamics
Papell, David H.
- In:
Journal of international money and finance
16
(
1997
)
3
,
pp. 445-459
Persistent link: https://www.econbiz.de/10001225550
Saved in:
10
Can equilibrium models explain nominal exchange regime non-neutrality? : evidence from the European Monetary System
Papell, David H.
- In:
Journal of international money and finance
11
(
1992
)
1
,
pp. 96-106
Persistent link: https://www.econbiz.de/10001117873
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