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Relationship between energy consumption and real gross domestic production in Turkey : a co-integration analysis with structural Breaks
Ümit, A. Öznur; Bulut, Elif - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 955-967
Persistent link: https://www.econbiz.de/10011456389
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Population age structure and savings rate impacts on economic growth : evidence from Australia
Uddin, Gazi A.; Alam, Khorshed; Gow, Jeff - In: Economic analysis and policy : EAP ; journal of the … 52 (2016), pp. 23-33
Persistent link: https://www.econbiz.de/10011557273
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Is tourism in Lebanon subject to permanent or transitory exogenous shocks?
Bassil, Charbel; Saleh, Ali Salman; Anwar, Sajid - In: Tourism analysis : an interdisciplinary tourism & … 19 (2014) 6, pp. 781-790
Persistent link: https://www.econbiz.de/10010478086
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Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa - In: The econometrics journal 17 (2014) 3, pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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Structural breaks and finance-driven growth hypothesis in ECOWAS : further empirical evidence
Omisakin, Olusegun A.; Adeniyi, Oluwatosin A. - In: International journal of economic sciences and applied … 7 (2014) 3, pp. 63-80
-Hansen structural break cointegration result confirms the existence of cointegration relationships among the selected countries despite …
Persistent link: https://www.econbiz.de/10010509190
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Transmission effects in the presence of structural breaks : evidence from South-Eastern European countries
Kukuritakēs, Minōas; Papadopoulos, Athanasios P.; … - In: Economic modelling 41 (2014), pp. 298-311
Persistent link: https://www.econbiz.de/10010439150
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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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Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji; Dashtseren, Khashbaatar - 2011
Persistent link: https://www.econbiz.de/10009238562
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Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia
Chowdhury, Khorshed - In: Journal of international financial markets, … 22 (2012) 2, pp. 343-358
Persistent link: https://www.econbiz.de/10009581697