Narrow search
Showing 1 - 10 of 867,076
Cover Image
Revisiting purchasing power parity in Eastern European countries : quantile unit root tests
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Chen, Tsung-hsien - In: Empirical economics : a journal of the Institute for … 52 (2017) 2, pp. 463-483
Persistent link: https://www.econbiz.de/10011673366
Cover Image
Interdependenz zwischen Devisen- und Aktienmärkten in ausgewählten EU-Ländern : Theorie und empirische Analyse
Islami, Mevlud - 2010 - 1., Aufl.
Persistent link: https://www.econbiz.de/10003981681
Cover Image
Non-linearities in East European black-market exchange rates
Peel, David - In: International journal of finance & economics : IJFE 2 (1997) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10001212977
Cover Image
Are the transition stock markets efficient? : evidence from non-linear unit root tests
Hasanov, Mübariz; Omay, Tolga - In: Central Bank review / The Central Bank of the Republic … 7 (2007) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10003822590
Cover Image
The validity of purchasing power parity in Central and Eastern European countries : a rolling nonlinear unit root test
Yılancı, Veli - In: Economic research 25 (2012) 4, pp. 975-986
Persistent link: https://www.econbiz.de/10009706519
Cover Image
Purchasing power parity with flexible Fourier stationary test for Central and Eastern European countries
Chang, Hsu-Ling; Liu, De-Chih; Su, Chi-Wei - In: Applied economics 44 (2012) 31/33, pp. 4249-4256
Persistent link: https://www.econbiz.de/10009713500
Cover Image
The purchasing power parity in emerging Europe : empirical results based on two-break analysis
Mladenović, Zorica; Josifidis, Kosta; Srdić, Slađana - In: Panoeconomicus 60 (2013) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10009742533
Cover Image
Are debt sustainability indicators based on time-series data useful for predicting crises?
Mersmann, Katharina; Westermann, Frank - In: FinanzArchiv : European journal of public finance 76 (2020) 2, pp. 146-164
Persistent link: https://www.econbiz.de/10012602323
Cover Image
A leading indicator of house-price bubbles
Hviid, Simon Juul - 2017
Prior to the financial crisis in the mid-2000, house prices increased dramatically and most economists agree that part of the increase in Danish house prices can be characterized as a house- price bubble. The emergence of a house-price bubble can have sizeable implications for macroeconomic as...
Persistent link: https://www.econbiz.de/10011696535
Cover Image
Signaling Asset Price Bubbles with Time-Series Methods
Taipalus, Katja - 2012
This paper provides an early warning indicator for bubbles in financial markets. The indicator is based on traditional unit root tests, more precisely on the augmented Dickey-Fuller test and may be used in a repeated manner with rolling samples. The performance of the indicator is tested...
Persistent link: https://www.econbiz.de/10013111338