Similar Search Results

Testing long memory in the presence of structural breaks : an application to regional and national housing markets

Ngene, Geoffrey M.; Lambert, Charles A.; Darrat, Ali F. - In: The journal of real estate finance and economics 50 (2015) 4, pp. 465-483

Persistent link: https://www.econbiz.de/10011474578

Forecasting corporate performance : VECM comparison with other time series models

Darrat, Ali F. (contributor) - In: Studies in economics and finance 19 (1999) 2, pp. 49-61

Persistent link: https://www.econbiz.de/10001441696

On the real estate market efficiency

Darrat, Ali F. - In: The journal of real estate finance and economics 7 (1993) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10001169420

On currency substitution and money demand instability

Darrat, Ali F. - In: International review of economics & finance : IREF 5 (1996) 3, pp. 321-334

Persistent link: https://www.econbiz.de/10001214476

Have budget deficits and money growth caused changes in interest rates and exchange rates in Canada?

Darrat, Ali F. - In: The North American review of economics and finance : a … 2 (1991) 1, pp. 69-82

Persistent link: https://www.econbiz.de/10001117054

Testing Long Memory in the Presence of Structural Breaks : An Application to Regional and National Housing Markets

Ngene, Geoffrey - 2015

We use parametric and semi-parametric methods to explore the effects of structural breaks on long memory processes in nine US regional and national housing prices over the period from January 1991 to February 2014. The results reveal multiple structural breaks and differential break points...

Persistent link: https://www.econbiz.de/10013024756

Long memory or structural breaks : some evidence for African stock markets

Ngene, Geoffrey; Tah, Kenneth A.; Darrat, Ali F. - In: Review of financial economics : RFE 34 (2017), pp. 61-73

Persistent link: https://www.econbiz.de/10011876790