Narrow search
Showing 1 - 10 of 1,838
Cover Image
Unit roots and structural change : an application to US house-price indices
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - 2010
Persistent link: https://www.econbiz.de/10003949816
Cover Image
Unit Roots and Structural Change : An Application to US House-Price Indices
Canarella, Giorgio - 2013
This paper employs linear and nonlinear unit-root tests to investigate: a) the price dynamics of the home price indices included in the S&P/Case-Shiller Composite10 index, and b) the validity of the “ripple effect,” following the approach outlined in Meen (1999). In general, the findings...
Persistent link: https://www.econbiz.de/10013095148
Cover Image
The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Cover Image
Convergence of per capita income : the case of U.S. metropolitan statistical areas
El Montasser, Ghassen; Gupta, Rangan; Smithers, Devon - In: Economics, management and financial markets 11 (2016) 4, pp. 11-32
Persistent link: https://www.econbiz.de/10011814273
Cover Image
Non-renewable resource prices : deterministic or stochastic trends?
Lee, Junsoo; List, John A.; Strazicich, Mark - In: Journal of environmental economics and management : … 51 (2006) 3, pp. 354-370
Persistent link: https://www.econbiz.de/10003329623
Cover Image
A unified approach to detecting unit root and structural break
Fukuda, Kosei - In: Applied economics 39 (2007) 1/3, pp. 279-289
Persistent link: https://www.econbiz.de/10003427301
Cover Image
Restricted structural change and the unit root hypothesis
Papell, David H.; Prodan, Ruxandra - In: Economic inquiry : journal of the Western Economic … 45 (2007) 4, pp. 834-853
Persistent link: https://www.econbiz.de/10003588671
Cover Image
Putting the dividend-price ratio under the microscope
Nagayasu, Jun - In: Finance research letters 4 (2007) 3, pp. 186-195
Persistent link: https://www.econbiz.de/10003702417
Cover Image
Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
Cover Image
Is the US inflation rate a persistent variable?
Gil-Alaña, Luis A. - In: Inflation : roles, targeting, and dynamics, (pp. 151-162). 2008
Persistent link: https://www.econbiz.de/10003944693