Narrow search
Showing 1 - 10 of 4,969
Cover Image
Breaks in innovation variance and long-run Purchasing Power Parity
Li, Jing - In: International economics & finance journal : (IEFJ) 10 (2015) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10011414541
Cover Image
Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of empirical finance 22 (2013), pp. 52-66
Persistent link: https://www.econbiz.de/10009768431
Cover Image
Breaks in innovation variance and long-run purchasing power parity
Li, Jing - In: International economics & finance journal : (IEFJ) 13 (2018) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012057104
Cover Image
Selecting the lag length for the MGLS unit root tests with structural change : a warning note for practitioners based on simulations
Quineche, Ricardo; Rodriguez, Gabriel - In: Econometrics : open access journal 5 (2017) 2, pp. 1-10
This is a simulation-based warning note for practitioners who use the M GLS MGLS unit root tests in the context of structural change using different selection lag length criteria. With T=100 T=100 , we find severe oversize problems when using some criteria, while other criteria produce an...
Persistent link: https://www.econbiz.de/10011654451
Cover Image
How does infrastructure investment affect macroeconomic performance? : evidence from Portugal
Pereira, Alfredo M.; Pereira, Rui Manuel Marvão - In: Journal of infrastructure development 11 (2019) 1/2, pp. 14-40
Persistent link: https://www.econbiz.de/10012160784
Cover Image
Who leads the price in Honolulu's food market? : an evaluation of the competitiveness of local foods
Khan, Syed Shurid; Yang, Yiwen; Greaney, Theresa M.; … - In: Journal of international food & agribusiness marketing 32 (2020) 5, pp. 464-481
Persistent link: https://www.econbiz.de/10012390688
Cover Image
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Cover Image
The responses of the prime rate to change in policies of the Federal Reserve
Friedman, Joseph; Shachmurove, Yochanan - In: Economic modelling 46 (2015), pp. 407-411
Persistent link: https://www.econbiz.de/10011436688
Cover Image
Financial development and economic growth in the MENA Region
Hamadi, Hassan; Bassil, Charbel - In: Comparative economic studies 57 (2015) 4, pp. 598-622
Persistent link: https://www.econbiz.de/10011545909
Cover Image
Quebras estruturais e estacionariedade da razão consumo-renda : novas evidências para América Latina e Estados Unidos
Annegues, Ana Claúdia; Carvalho, Patrícia Soares de … - In: Análise econômica : revista da Faculdade de Ciências … 33 (2015) 64, pp. 265-285
Persistent link: https://www.econbiz.de/10011548137