Similar Search Results

Testing for unit roots in seasonally adjusted data

Olekalns, Nilss - In: Economics letters 45 (1994) 3, pp. 273-279

Persistent link: https://www.econbiz.de/10001165792

Identifying a currency crisis using treshold [threshold] autoregressions : Australia and the East Asian "meltdown"

Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - 1998

Persistent link: https://www.econbiz.de/10000995386

Does seasonal adjustment distort tests of stationarity? : Some small sample evidence

Olekalns, Nilss - 1994

Persistent link: https://www.econbiz.de/10000893524

Cyclical asymmetries in Australian macroeconomic data

Olekalns, Nilss - 1998

Persistent link: https://www.econbiz.de/10000991614

Does the Australian dollar real exchange rate display mean reversion

Henry, Ólan Thomas John; Olekalns, Nilss - In: Journal of international money and finance 21 (2002) 5, pp. 651-666

Persistent link: https://www.econbiz.de/10001703885

Exchange rate instability : a threshold autoregressive approach

Henry, Ólan Thomas John; Olekalns, Nilss; Summers, Peter M. - In: The economic record : er 77 (2001), pp. 160-166

Persistent link: https://www.econbiz.de/10001601863

Some robust properties of unit root tests

Silvapulle, Paramsothy - 1993

Persistent link: https://www.econbiz.de/10000864998

Testing for a unit root in a time series with mean shifts

Silvapulle, Paramsothy - 1993

Persistent link: https://www.econbiz.de/10000865000

Testing for Rate Dependence and Asymmetry in Inflation Uncertainty : Evidence from the G7 Economies

Henry, Olan T. - 2012

The Friedman-Ball hypothesis implies a link between the inflation rate and inflation uncertainty. In this paper we employ a new test for the joint null hypothesis of no dependence effects and no asymmetry in the G7 inflation volatility. The results show that higher inflation rates operate...

Persistent link: https://www.econbiz.de/10013107331