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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
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International mobility of capital in the United States : robust evidence from time-series tests
Singh, Tarlok - In: Journal of time series econometrics 8 (2016) 2, pp. 193-249
Persistent link: https://www.econbiz.de/10011582774
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Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 15 (2009) 2, pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
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Detecting multiple breaks in long memory : the case of US inflation
Hassler, Uwe; Meller, Barbara - 2011
Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...
Persistent link: https://www.econbiz.de/10009382958
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Regime-sensitive cointegration with an application to interest-rate parity
Siklos, Pierre L.; Granger, C. W. J. - In: Macroeconomic dynamics 1 (1997) 3, pp. 640-657
Persistent link: https://www.econbiz.de/10001630084
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The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks
Kurita, Takamitsu; James, Patrick - In: Metroeconomica : international review of economics 73 (2022) 3, pp. 856-883
Persistent link: https://www.econbiz.de/10013279939
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Some determinants of life expectancy in the United States : results from cointegration tests under structural breaks
Ketenci, Natalya Shevchik; Murthy, Vasudeva N. R. - In: Journal of economics and finance 42 (2018) 3, pp. 508-525
Persistent link: https://www.econbiz.de/10012031075
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Is technology still a major driver of health expenditure in the United States? : evidence from cointegration analysis with multiple structural breaks
Murthy, Vasudeva N. R.; Ketenci, Natalya Shevchik - In: International journal of health economics and management 17 (2017) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011814080
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Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423