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International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011 - Revised: May, 2011

This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the procedure of Gil-Alana (2008) for single structural break...

Persistent link: https://www.econbiz.de/10009315513

International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011 - Revised: May, 2011

Persistent link: https://www.econbiz.de/10009315669

International labour force participation rates by gender : unit root or structural breaks?

Ozdemir, Zeynel Abidin; Balcilar, Mehmet; Tansel, Aysıt - 2011

Persistent link: https://www.econbiz.de/10009516900

A fractionally integrated model with a mean shift for the US and the UK real oil prices

Gil-Alaña, Luis A. - 2000

In this article we model the log of the U.S. and the U.K. real oil prices in terms of fractionally integrated processes with a mean shift. We use different versions of the tests of Robinson (1994), which have standard null and local limit distributions. The results indicate that if we model the...

Persistent link: https://www.econbiz.de/10009611543

The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012

Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017

regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …

Persistent link: https://www.econbiz.de/10011745419

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

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

Testing purchasing power parity for Japan and the US : a structural-break approach

Dimitriou, Dimitrios; Simos, Theodore - In: Japan and the world economy : international journal of … 28 (2013), pp. 53-59

Persistent link: https://www.econbiz.de/10010240928

Does the shale gas boom change the natural gas price-production relationship? : evidence from the U.S. market

Feng, Gen-Fu; Wang, Quan-Jing; Chu, Yin; Wen, Jun; … - In: Energy economics 93 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012643315

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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