Narrow search
Showing 1 - 10 of 3,263
Cover Image
A note on the dynamics of persistence in US inflation
Noriega, Antonio E.; Ramos-Francia, Manuel - 2008
Empirical research on the degree and stability of inflation persistence in the US has produced mixed results: some …-WWII US inflation (monthly and quarterly) became highly persistent during the 'Great Inflation'period, and then switched back …
Persistent link: https://www.econbiz.de/10010322575
Cover Image
Stationarity of net discount rates: review ofthe literature and new evidence
Christensen, Eric W. - In: Journal of legal economics 25 (2019) 1/2, pp. 29-51
Persistent link: https://www.econbiz.de/10012487612
Cover Image
Hedging inflation with individual US stocks : a long-run portfolio analysis
Bampinas, Georgios; Panagiōtidēs, Theodōros - In: The North American journal of economics and finance : a … 37 (2016), pp. 374-392
Persistent link: https://www.econbiz.de/10011672984
Cover Image
US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
Cover Image
A note on change in persistence of U.S. city prices
Belaire-Franch, Jorge - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 649-653
Persistent link: https://www.econbiz.de/10013554849
Cover Image
Economic integration and the foreign exchange
Weber, Enzo - 2007
This paper demonstrates effects of economic convergence processes on the foreign exchange behaviour in a monetary modelling approach. Since the exchange rate represents the relative price of two currencies, commonness of stochastic trends between the fundamental determinants of supply and demand...
Persistent link: https://www.econbiz.de/10010263691
Cover Image
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 2012
This paper shows that the structural breaks are an important characteristic of the monthly labor force participation rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural breaks in the empirical specifications of fractionally...
Persistent link: https://www.econbiz.de/10010500218
Cover Image
Are labor force participation rates really non-stationary? Evidence from three OECD countries
Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysit - 2012
This paper shows that the structural breaks are an important characteristic of the monthly labor force participation rate (LFPR) series of Australia, Canada and the USA. Therefore we allow for endogenously determined multiple structural breaks in the empirical specifications of fractionally...
Persistent link: https://www.econbiz.de/10010283936
Cover Image
Current account sustainability in the US: What do we really know about its?
Christopoulos, Dimitris K.; León-Ledesma, Miguel A. - 2004
-linear behaviour under the null of stationarity. This is confirmed by a set of non-linearity tests. We then fit an ESTAR model to the … current account dynamics and reject the null of non-stationarity. Hence, we conclude in favour of sustainability. Furthermore …
Persistent link: https://www.econbiz.de/10010290645
Cover Image
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067